Comp SA APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.28% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3649 | 13.67 | |
| 0.1171 | 23.52 | |
| 0.7947 | 95.42 | |
| 0.1813 | 10.13 | |
| 1.7068 | 23.99 |
Estimation Period:
Jan 20, 2005 to Feb 13, 2026
Jan 20, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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