Japan Metropolitan Fund Inve GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.93% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 10.99 | |
| 0.1141 | 38.10 | |
| 0.8829 | 274.09 |
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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