Nissha Co Ltd APARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
35.51%
decreased by 1.95%
1 Week
37.09%
decreased by 0.37%
1 Month
38.25%
increased by 0.79%
Analysis last updated: Friday, June 26, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8513 | 7.24 | |
| 0.2371 | 14.38 | |
| 0.4584 | 15.60 | |
| 0.0638 | 1.69 | |
| 0.9904 | 7.62 |
Estimation Period:
Jan 18, 2021 to Jun 19, 2026
Jan 18, 2021 to Jun 19, 2026
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