Rococo Co Ltd APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.19% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6312 | 5.86 | |
| 0.3151 | 7.86 | |
| 0.5469 | 11.77 | |
| -0.3095 | -2.80 | |
| 0.9826 | 7.78 |
Estimation Period:
Dec 20, 2023 to Jan 30, 2026
Dec 20, 2023 to Jan 30, 2026
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