First Steamship APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.32%
decreased by 1.16%
1 Week
35.29%
decreased by 0.19%
1 Month
38.47%
increased by 2.99%
Analysis last updated: Thursday, May 21, 2026 at 08:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1571 | 19.34 | |
| 0.1212 | 41.00 | |
| 0.8682 | 297.21 | |
| -0.0152 | -1.44 | |
| 1.4967 | 30.66 |
Estimation Period:
Jan 4, 1990 to May 15, 2026
Jan 4, 1990 to May 15, 2026
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