First Capital Securities Co., Ltd. APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.75% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2467 | 7.59 | |
| 0.0872 | 10.69 | |
| 0.8733 | 124.06 | |
| -0.0253 | -1.14 | |
| 1.9151 | 14.00 |
Estimation Period:
May 11, 2016 to Feb 6, 2026
May 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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