Blackedge Ltd APARCH Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
38.69%
decreased by 0.72%
1 Week
38.67%
decreased by 0.74%
1 Month
38.62%
decreased by 0.79%
Analysis last updated: Thursday, May 21, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 8.00 | |
| 0.0409 | 10.81 | |
| 0.9591 | 304.28 | |
| -0.2052 | -5.55 | |
| 1.5215 | 16.99 |
Estimation Period:
Feb 9, 2021 to May 20, 2026
Feb 9, 2021 to May 20, 2026
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