BH Macro Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.32% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 16.50 | |
| 0.0831 | 18.07 | |
| 0.9169 | 234.14 | |
| 0.1798 | 2.93 | |
| 1.4347 | 28.77 |
Estimation Period:
Mar 8, 2007 to Feb 6, 2026
Mar 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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