Chai Watana Tanner APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.18% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2109 | 12.91 | |
| 0.1099 | 23.83 | |
| 0.8901 | 255.48 | |
| 0.0082 | 0.59 | |
| 1.7030 | 30.33 |
Estimation Period:
May 1, 1991 to Feb 6, 2026
May 1, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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