Computer Institute Of Japan AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.01% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1833 | 20.46 | |
| 0.1520 | 27.50 | |
| 0.8228 | 132.98 | |
| 0.1231 | 2.19 |
Estimation Period:
Mar 22, 2001 to Feb 13, 2026
Mar 22, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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