Creditex SAA APARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:12.41% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 4.55 | |
| 0.0951 | 14.37 | |
| 0.9049 | 136.66 | |
| -0.1414 | -3.84 | |
| 1.9490 | 27.00 |
Estimation Period:
Jan 8, 1991 to May 30, 2025
Jan 8, 1991 to May 30, 2025
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