Cesme Altinyunos APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.75% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5854 | 4.43 | |
| 0.0954 | 8.25 | |
| 0.8630 | 281.74 | |
| -0.0833 | -7.48 | |
| 2.5082 | 10.31 |
Estimation Period:
Jan 4, 1993 to Feb 13, 2026
Jan 4, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cesme Altinyunos Analyses
Other APARCH Analyses on International Equities