Investec Group APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.35% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 9.77 | |
| 0.0547 | 16.18 | |
| 0.9453 | 245.15 | |
| 0.3090 | 10.82 | |
| 1.2550 | 27.17 |
Estimation Period:
Jul 22, 2002 to Feb 6, 2026
Jul 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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