ESI SPA APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.58% (-7.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 6.07 | |
| 0.2609 | 15.68 | |
| 0.5452 | 16.89 | |
| -0.0584 | -1.18 | |
| 1.2010 | 8.63 |
Estimation Period:
Oct 26, 2020 to Feb 6, 2026
Oct 26, 2020 to Feb 6, 2026
News Impact Curve
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