Ve Wong APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.45% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 19.66 | |
| 0.0968 | 33.96 | |
| 0.9032 | 365.82 | |
| -0.0604 | -4.22 | |
| 1.6877 | 35.14 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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