MSCI Japan Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.38% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 31.35 | |
| 0.0949 | 37.75 | |
| 0.8847 | 358.75 | |
| 0.4796 | 22.52 | |
| 1.4275 | 38.70 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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