Dow Jones Composite Average APARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.56% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 33.20 | |
| 0.0715 | 28.04 | |
| 0.9105 | 462.65 | |
| 0.8129 | 22.44 | |
| 1.2647 | 44.19 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices