Ernst Russ Ag APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.24% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1444 | 11.12 | |
| 0.0936 | 20.90 | |
| 0.9064 | 299.24 | |
| 0.0071 | 0.35 | |
| 1.9221 | 23.81 |
Estimation Period:
Oct 6, 2005 to Feb 6, 2026
Oct 6, 2005 to Feb 6, 2026
News Impact Curve
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