Synthetic MR AB APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:99.97% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 3.31 | |
| 0.1368 | 9.75 | |
| 0.8632 | 54.69 | |
| -0.1209 | -2.02 | |
| 1.9620 | 12.95 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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