Kobe Electric Railway Co Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.70% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 20.61 | |
| 0.2048 | 31.78 | |
| 0.7932 | 146.73 | |
| -0.0094 | -0.39 | |
| 1.7248 | 37.83 |
Estimation Period:
Apr 30, 1992 to Feb 6, 2026
Apr 30, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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