Nihon Seikan KK APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.34% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1627 | 15.12 | |
| 0.1226 | 22.29 | |
| 0.8774 | 214.89 | |
| -0.0295 | -1.31 | |
| 1.5367 | 22.02 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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