MBIA Inc APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
46.93%
decreased by 0.84%
1 Week
47.06%
decreased by 0.71%
1 Month
47.61%
decreased by 0.16%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 12.42 | |
| 0.0300 | 14.38 | |
| 0.9700 | 711.12 | |
| 0.6014 | 15.95 | |
| 1.5368 | 27.98 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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