GPT Group/The APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.70% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 22.41 | |
| 0.0525 | 28.03 | |
| 0.9427 | 528.72 | |
| 0.3224 | 16.84 | |
| 1.5778 | 32.98 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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