Prologue APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.12% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3778 | 5.89 | |
| 0.0840 | 17.77 | |
| 0.8934 | 210.36 | |
| 0.1693 | 9.42 | |
| 2.0001 | 20.51 |
Estimation Period:
Jan 9, 2007 to Feb 20, 2026
Jan 9, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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