Yellow Hat Ltd APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.26% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 11.95 | |
| 0.0885 | 23.11 | |
| 0.9100 | 343.65 | |
| 0.0945 | 6.28 | |
| 1.7131 | 28.11 |
Estimation Period:
Aug 9, 1994 to Feb 10, 2026
Aug 9, 1994 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Yellow Hat Ltd Analyses
Other APARCH Analyses on International Equities