Tsumura & Co APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.35% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 12.35 | |
| 0.0648 | 18.04 | |
| 0.9277 | 273.09 | |
| 0.2464 | 10.59 | |
| 1.4521 | 21.79 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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