Rana Gruber ASA APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.80% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4516 | 6.42 | |
| 0.1634 | 15.59 | |
| 0.7096 | 28.37 | |
| 0.2338 | 5.12 | |
| 1.1954 | 11.75 |
Estimation Period:
May 19, 2021 to Feb 6, 2026
May 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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