Morozoff Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.88% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0731 | 17.25 | |
| 0.1641 | 33.70 | |
| 0.8359 | 173.36 | |
| 0.1586 | 10.98 | |
| 1.8876 | 29.72 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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