Castro Model Ltd APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.46% (+6.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 11.03 | |
| 0.0551 | 22.49 | |
| 0.9413 | 316.92 | |
| 0.3002 | 10.89 | |
| 1.3386 | 24.08 |
Estimation Period:
Mar 23, 2001 to Feb 6, 2026
Mar 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Castro Model Ltd Analyses
Other APARCH Analyses on International Equities