Mitsubishi Research Inst APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.55% (+11.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1545 | 10.20 | |
| 0.1163 | 18.06 | |
| 0.8437 | 98.24 | |
| 0.2390 | 8.12 | |
| 1.4783 | 19.84 |
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Sep 15, 2009 to Feb 6, 2026
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