Laurent-Perrier APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.25% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 15.45 | |
| 0.0910 | 22.59 | |
| 0.9044 | 215.55 | |
| 0.0885 | 4.48 | |
| 1.4509 | 26.57 |
Estimation Period:
Jun 10, 1999 to Feb 6, 2026
Jun 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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