NPC APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.20% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 12.34 | |
| 0.0811 | 30.26 | |
| 0.9189 | 342.74 | |
| -0.0367 | -1.99 | |
| 1.7540 | 36.72 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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