Japan Systembank Corp APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.14% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 3.75 | |
| 0.0706 | 7.43 | |
| 0.9294 | 128.29 | |
| -0.0149 | -0.15 | |
| 1.6295 | 7.75 |
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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