NCC AB APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.37% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 12.98 | |
| 0.0411 | 25.08 | |
| 0.9588 | 577.60 | |
| 0.3083 | 9.59 | |
| 1.3068 | 31.69 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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