D'ieteren Group APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.77% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2628 | 14.67 | |
| 0.1917 | 25.97 | |
| 0.7451 | 66.56 | |
| 0.1689 | 8.88 | |
| 1.1142 | 32.78 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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