Asahi Intelligence Service GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (+6.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 12.59 | |
| 0.1025 | 30.84 | |
| 0.8975 | 304.86 |
Estimation Period:
Apr 20, 1995 to Feb 6, 2026
Apr 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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