Morningstar Inc APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.30% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 9.44 | |
| 0.0502 | 14.63 | |
| 0.9498 | 258.80 | |
| 0.4088 | 8.23 | |
| 0.8981 | 11.23 |
Estimation Period:
May 3, 2005 to Feb 6, 2026
May 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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