Ab Sagax APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.14% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 1.04 | |
| 0.0137 | 0.74 | |
| 0.9863 | 434.50 | |
| 1.0000 | 0.47 | |
| 1.1988 | 7.42 |
Estimation Period:
Feb 23, 2022 to Feb 6, 2026
Feb 23, 2022 to Feb 6, 2026
News Impact Curve
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