Japan Metropolitan Fund Inve APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.27% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 11.60 | |
| 0.1149 | 35.49 | |
| 0.8851 | 250.16 | |
| 0.1272 | 9.76 | |
| 1.8067 | 28.49 |
Estimation Period:
Mar 12, 2002 to Feb 6, 2026
Mar 12, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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