Ifis Japan Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.16% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 15.09 | |
| 0.1827 | 38.13 | |
| 0.8427 | 242.86 | |
| -0.1979 | -3.20 |
Estimation Period:
Sep 21, 2005 to Feb 10, 2026
Sep 21, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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