Aurea APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.37% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6783 | 5.46 | |
| 0.1386 | 12.39 | |
| 0.7178 | 30.80 | |
| 0.0987 | 2.15 | |
| 1.4660 | 9.62 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities