Baikowski SAS APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.32% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1208 | 7.78 | |
| 0.0612 | 5.68 | |
| 0.9166 | 93.22 | |
| -0.2920 | -5.03 | |
| 1.2506 | 8.98 |
Estimation Period:
Jun 7, 2019 to Feb 13, 2026
Jun 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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