AMREP Corp APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:53.62% (-4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1517 | 16.33 | |
| 0.1322 | 33.92 | |
| 0.8678 | 201.07 | |
| 0.0453 | 2.75 | |
| 1.2260 | 29.68 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equities