Kamakura Shinsho Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.44% (+6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5000 | 8.29 | |
| 0.1938 | 23.15 | |
| 0.7677 | 86.78 | |
| -0.1667 | -4.52 | |
| 1.3811 | 14.75 |
Estimation Period:
Dec 4, 2015 to Feb 6, 2026
Dec 4, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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