Dekuple APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.87% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1349 | 15.36 | |
| 0.1156 | 23.55 | |
| 0.8775 | 153.51 | |
| 0.3008 | 11.52 | |
| 1.2519 | 28.97 |
Estimation Period:
May 12, 1998 to Feb 6, 2026
May 12, 1998 to Feb 6, 2026
News Impact Curve
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