Poujoulat APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.13% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2029 | 15.32 | |
| 0.1314 | 29.07 | |
| 0.8686 | 171.80 | |
| 0.0338 | 1.01 | |
| 1.3951 | 32.37 |
Estimation Period:
Feb 26, 1992 to Feb 13, 2026
Feb 26, 1992 to Feb 13, 2026
News Impact Curve
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