Sogeclair APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:40.14% (+9.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1955 | 15.64 | |
| 0.1442 | 28.14 | |
| 0.8433 | 146.92 | |
| 0.1828 | 11.17 | |
| 1.5758 | 29.98 |
Estimation Period:
Nov 26, 1998 to Feb 27, 2026
Nov 26, 1998 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities