Mezza Qstp LLC APARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:17.11% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 7.63 | |
| 0.0703 | 5.45 | |
| 0.9030 | 83.33 | |
| -1.0000 | -4.38 | |
| 1.0046 | 5.97 |
Estimation Period:
Aug 23, 2023 to Feb 5, 2026
Aug 23, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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