Creditex SAA APARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:140.44% (-22.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 1.67 | |
| 0.2243 | 3.79 | |
| 0.6405 | 7.44 | |
| -0.0389 | -0.37 | |
| 3.0000 | 3.03 |
Estimation Period:
Jan 26, 1995 to May 30, 2025
Jan 26, 1995 to May 30, 2025
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