Forum Markets Inc APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
203.25%
decreased by 4.39%
1 Week
203.25%
decreased by 4.39%
1 Month
203.25%
decreased by 4.39%
Analysis last updated: Friday, May 22, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 1.85 | |
| 0.0429 | 1.41 | |
| 0.9268 | 115.42 | |
| 0.1523 | 4.14 | |
| 3.0000 | 5.43 |
Estimation Period:
Jun 27, 2017 to May 22, 2026
Jun 27, 2017 to May 22, 2026
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