Agabang & Co APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.65% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2891 | 12.44 | |
| 0.1744 | 27.85 | |
| 0.8156 | 133.70 | |
| -0.0625 | -2.71 | |
| 1.3766 | 21.13 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
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