Marketingforce Management APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
91.77%
increased by 1.84%
1 Week
92.29%
increased by 2.36%
1 Month
94.21%
increased by 4.28%
Analysis last updated: Thursday, May 21, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1337 | 1.44 | |
| 0.0454 | 5.73 | |
| 0.9509 | 58.16 | |
| -0.0194 | -0.18 | |
| 1.2251 | 8.19 |
Estimation Period:
May 16, 2024 to May 15, 2026
May 16, 2024 to May 15, 2026
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