Ifis Japan Ltd APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.11% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 16.58 | |
| 0.0958 | 25.36 | |
| 0.9042 | 280.97 | |
| -0.0540 | -2.02 | |
| 1.7878 | 22.99 |
Estimation Period:
Sep 21, 2005 to Feb 10, 2026
Sep 21, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Ifis Japan Ltd Analyses
Other APARCH Analyses on International Equities