NPD Co Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.22% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3541 | 6.70 | |
| 0.1378 | 8.39 | |
| 0.8283 | 54.21 | |
| -0.1534 | -2.10 | |
| 1.5701 | 10.78 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
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