Shinkin Central Bank APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.33% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 12.45 | |
| 0.2976 | 24.75 | |
| 0.7024 | 66.18 | |
| 0.0086 | 0.35 | |
| 1.7051 | 19.94 |
Estimation Period:
Dec 22, 2000 to Feb 6, 2026
Dec 22, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shinkin Central Bank Analyses
Other APARCH Analyses on International Equities