Baroque Japan Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.17% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0716 | 11.72 | |
| 0.0965 | 29.45 | |
| 0.8887 | 212.15 | |
| 0.0065 | 0.04 |
Estimation Period:
Nov 1, 2016 to Feb 6, 2026
Nov 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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