Japan Systembank Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.97% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7253 | 14.81 | |
| 0.2463 | 11.23 | |
| 0.3677 | 25.50 | |
| -0.4963 | -3.20 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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