Centiel AG APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
70.03%
decreased by 3.47%
1 Week
69.91%
decreased by 3.59%
1 Month
69.42%
decreased by 4.08%
Analysis last updated: Thursday, May 21, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1289 | 8.71 | |
| 0.0998 | 24.10 | |
| 0.8734 | 241.73 | |
| 0.1104 | 6.47 | |
| 2.4174 | 26.49 |
Estimation Period:
Aug 29, 2006 to May 15, 2026
Aug 29, 2006 to May 15, 2026
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