Japan Data Science AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.20% (+13.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0834 | 18.60 | |
| 0.1800 | 11.33 | |
| 0.4402 | 34.10 | |
| 1.3334 | 6.09 |
Estimation Period:
Dec 20, 2021 to Feb 13, 2026
Dec 20, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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