GPT Group/The APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.36% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 22.43 | |
| 0.0526 | 28.02 | |
| 0.9426 | 528.09 | |
| 0.3240 | 16.86 | |
| 1.5768 | 33.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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