Mapfre APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.84% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 8.91 | |
| 0.0717 | 13.21 | |
| 0.9235 | 160.95 | |
| 0.3389 | 6.65 | |
| 0.9892 | 11.63 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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