NCC AB APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.97% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 11.78 | |
| 0.0482 | 27.85 | |
| 0.9518 | 509.23 | |
| 0.2041 | 5.63 | |
| 1.1162 | 18.91 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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