Yamashin-Filter Corp APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.28% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5587 | 6.49 | |
| 0.1335 | 10.51 | |
| 0.7836 | 37.65 | |
| -0.0958 | -2.05 | |
| 1.3548 | 12.04 |
Estimation Period:
Oct 8, 2014 to Feb 6, 2026
Oct 8, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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