Castellum AB APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.83% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0369 | 18.16 | |
| 0.0657 | 29.11 | |
| 0.9265 | 445.02 | |
| 0.2390 | 12.60 | |
| 1.7079 | 32.68 |
Estimation Period:
May 23, 1997 to Feb 13, 2026
May 23, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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