Yamashin-Filter Corp APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.43% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8851 | 2.31 | |
| 0.0092 | 0.00 | |
| 0.8767 | 48.76 | |
| 1.0000 | 0.00 | |
| 3.0000 | 8.85 |
Estimation Period:
Oct 23, 2024 to Jan 30, 2026
Oct 23, 2024 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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