Datagroup Se APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.40% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 9.37 | |
| 0.0662 | 25.52 | |
| 0.9328 | 304.05 | |
| 0.2592 | 10.43 | |
| 1.4338 | 27.01 |
Estimation Period:
Sep 14, 2006 to Feb 6, 2026
Sep 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities