Yamanashi Chuo Bank AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.65% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3403 | 25.37 | |
| 0.1249 | 26.56 | |
| 0.7966 | 128.20 | |
| 0.0958 | 1.75 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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