Groupe Crit APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.09% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1630 | 14.85 | |
| 0.1511 | 34.86 | |
| 0.8332 | 165.48 | |
| 0.1716 | 13.66 | |
| 1.3846 | 22.48 |
Estimation Period:
Mar 18, 1999 to Feb 13, 2026
Mar 18, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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