CTM APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.21% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 11.15 | |
| 0.0696 | 28.36 | |
| 0.9304 | 315.06 | |
| -0.0187 | -0.94 | |
| 1.5984 | 40.87 |
Estimation Period:
Jul 1, 1993 to Feb 6, 2026
Jul 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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