One SA APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:68.13% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8942 | 8.96 | |
| 0.1115 | 19.26 | |
| 0.8486 | 119.18 | |
| -0.0510 | -2.27 | |
| 1.7311 | 20.31 |
Estimation Period:
Jan 19, 2010 to Jan 30, 2026
Jan 19, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities