Property Data Bank APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:62.36% (-4.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5472 | 4.55 | |
| 0.1273 | 12.69 | |
| 0.7914 | 41.01 | |
| 0.2427 | 5.67 | |
| 1.2797 | 10.57 |
Estimation Period:
Jun 27, 2018 to Feb 13, 2026
Jun 27, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Property Data Bank Analyses
Other APARCH Analyses on International Equities