Fujita Kanko AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.38% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2227 | 19.48 | |
| 0.1214 | 43.52 | |
| 0.8456 | 249.50 | |
| 0.2628 | 5.12 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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