Azevedo E Travassos Sa APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.31% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1224 | 5.01 | |
| 0.0573 | 7.10 | |
| 0.9427 | 137.70 | |
| -0.2550 | -5.37 | |
| 1.8167 | 25.46 |
Estimation Period:
May 23, 2011 to Feb 13, 2026
May 23, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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