Coface SA APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.93% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2534 | 7.41 | |
| 0.1598 | 15.66 | |
| 0.7740 | 42.24 | |
| 0.2025 | 4.61 | |
| 1.1149 | 13.29 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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