Lumine Group APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.46% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5041 | 3.26 | |
| 0.1483 | 12.74 | |
| 0.7583 | 26.99 | |
| 0.0875 | 2.36 | |
| 1.5155 | 7.26 |
Estimation Period:
Mar 24, 2023 to Feb 6, 2026
Mar 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities