Microdata APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.14% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4208 | 12.67 | |
| 0.1366 | 28.61 | |
| 0.7882 | 112.11 | |
| 0.0611 | 3.34 | |
| 1.8166 | 22.13 |
Estimation Period:
Jan 7, 2008 to Feb 6, 2026
Jan 7, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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