Nomura Research Institute APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:60.11% (-4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1082 | 14.57 | |
| 0.1007 | 26.43 | |
| 0.8782 | 181.25 | |
| 0.3427 | 9.75 | |
| 1.0452 | 19.97 |
Estimation Period:
Dec 14, 2001 to Feb 13, 2026
Dec 14, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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