Tokyo Stock Exchange MOTHERS Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.73% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1491 | 16.86 | |
| 0.1851 | 33.82 | |
| 0.7978 | 143.86 | |
| 0.1971 | 11.30 | |
| 1.6001 | 28.40 |
Estimation Period:
Sep 15, 2003 to Dec 30, 2025
Sep 15, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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