Yamanashi Chuo Bank APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.64% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2257 | 14.95 | |
| 0.1205 | 25.64 | |
| 0.8270 | 125.24 | |
| 0.0776 | 3.61 | |
| 1.6438 | 32.94 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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