Loomis AB APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.13% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 9.48 | |
| 0.0254 | 8.93 | |
| 0.9666 | 363.81 | |
| 0.6240 | 6.75 | |
| 1.1485 | 19.81 |
Estimation Period:
Dec 9, 2008 to Feb 6, 2026
Dec 9, 2008 to Feb 6, 2026
News Impact Curve
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