Dynamic Portfolio Management APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:56.33% (+4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1970 | 24.09 | |
| 0.1693 | 36.63 | |
| 0.8054 | 145.89 | |
| 0.0138 | 1.65 | |
| 1.4479 | 33.19 |
Estimation Period:
Mar 16, 2012 to Feb 13, 2026
Mar 16, 2012 to Feb 13, 2026
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