Kruk Sa APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.18% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5288 | 3.87 | |
| 0.0534 | 6.25 | |
| 0.8711 | 55.54 | |
| 0.0843 | 2.06 | |
| 2.0147 | 8.94 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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