AB Sagax APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.30% (-7.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8748 | 1.64 | |
| 0.1114 | 2.57 | |
| 0.7437 | 18.93 | |
| 0.1691 | 2.45 | |
| 3.0000 | 4.39 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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