MCR SA APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.93% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3149 | 11.31 | |
| 0.1354 | 25.84 | |
| 0.8107 | 120.19 | |
| 0.1348 | 8.30 | |
| 1.7100 | 23.34 |
Estimation Period:
Jul 30, 2007 to Feb 6, 2026
Jul 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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