Integrated System Credit APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:43.25% (-3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4845 | 10.69 | |
| 0.2114 | 16.23 | |
| 0.6732 | 39.36 | |
| -0.0581 | -1.20 | |
| 0.9260 | 12.36 |
Estimation Period:
Dec 22, 2021 to Feb 27, 2026
Dec 22, 2021 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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