S A Fountaine Pajot APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.23% (-3.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2551 | 13.93 | |
| 0.1916 | 30.45 | |
| 0.7727 | 90.20 | |
| 0.0397 | 1.37 | |
| 1.1808 | 16.40 |
Estimation Period:
Jul 3, 2007 to Feb 20, 2026
Jul 3, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S A Fountaine Pajot Analyses
Other APARCH Analyses on International Equities