Auto Hall APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.84% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5382 | 9.11 | |
| 0.0953 | 13.15 | |
| 0.7794 | 57.54 | |
| -0.0447 | -2.63 | |
| 2.0477 | 20.31 |
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Jul 1, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities