Passat Sa APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.13% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.89 | |
| 0.1434 | 11.19 | |
| 0.6288 | 21.63 | |
| -0.2534 | -4.72 | |
| 1.6458 | 9.10 |
Estimation Period:
Mar 10, 2021 to Jan 30, 2026
Mar 10, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities