Alony Hetz APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.64% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 16.68 | |
| 0.0385 | 25.20 | |
| 0.9615 | 824.61 | |
| 0.3366 | 9.69 | |
| 1.6919 | 33.83 |
Estimation Period:
Nov 13, 1998 to Feb 6, 2026
Nov 13, 1998 to Feb 6, 2026
News Impact Curve
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