Sotoh Co Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.26% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 12.92 | |
| 0.0644 | 19.95 | |
| 0.9356 | 396.78 | |
| -0.0040 | -0.21 | |
| 2.0000 | 29.83 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities