Djerriwarrh Investments Ltd/Fund APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.31% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 23.74 | |
| 0.0996 | 37.55 | |
| 0.8934 | 327.27 | |
| -0.0472 | -2.05 | |
| 1.2943 | 32.41 |
Estimation Period:
Jun 28, 1995 to Feb 6, 2026
Jun 28, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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