Shimizu Bank APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.58% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0607 | 26.34 | |
| 0.1115 | 40.09 | |
| 0.8857 | 325.62 | |
| 0.2591 | 17.10 | |
| 1.3700 | 42.39 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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