D.L.S.I. APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:23.31% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6131 | 9.00 | |
| 0.1688 | 13.67 | |
| 0.7026 | 58.18 | |
| 0.0943 | 4.31 | |
| 2.1187 | 16.53 |
Estimation Period:
Dec 26, 2006 to Feb 27, 2026
Dec 26, 2006 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities