Bank of Nagoya Ltd/The APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.10% (+6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 17.23 | |
| 0.1115 | 27.58 | |
| 0.8856 | 198.29 | |
| 0.0873 | 5.02 | |
| 1.2691 | 34.96 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Bank of Nagoya Ltd/The Analyses
Other APARCH Analyses on International Equities