Aubay APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.37% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 17.31 | |
| 0.1115 | 41.39 | |
| 0.8885 | 349.81 | |
| 0.1599 | 9.55 | |
| 1.4743 | 32.89 |
Estimation Period:
Jun 26, 1998 to Feb 13, 2026
Jun 26, 1998 to Feb 13, 2026
News Impact Curve
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