Baikowski Sas APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.93% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1186 | 9.12 | |
| 0.1370 | 15.83 | |
| 0.8630 | 79.37 | |
| 0.0997 | 2.71 | |
| 0.9981 | 14.69 |
Estimation Period:
Dec 27, 2018 to Feb 6, 2026
Dec 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities