Fujita Kanko APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.09% (+8.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1205 | 20.20 | |
| 0.1259 | 42.05 | |
| 0.8670 | 252.56 | |
| 0.1187 | 6.47 | |
| 1.2703 | 25.39 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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