Salcef Spa APARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:4.34% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 6.77 | |
| 0.2504 | 6.52 | |
| 0.7496 | 23.47 | |
| 0.1221 | 4.56 | |
| 0.6212 | 13.92 |
Estimation Period:
Jan 11, 2021 to Nov 22, 2024
Jan 11, 2021 to Nov 22, 2024
News Impact Curve
Volatility Forecasts
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