Sempio Co APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.12% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3541 | 20.84 | |
| 0.2101 | 33.32 | |
| 0.7753 | 146.23 | |
| -0.1638 | -8.20 | |
| 1.6268 | 42.02 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities