Baroque Japan Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.94% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 5.77 | |
| 0.0572 | 11.91 | |
| 0.9427 | 168.98 | |
| 0.2310 | 4.06 | |
| 1.3790 | 20.24 |
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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