JM AB APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.76% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 16.63 | |
| 0.0427 | 22.01 | |
| 0.9559 | 562.97 | |
| 0.3850 | 14.32 | |
| 1.3143 | 26.72 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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