Neeraj Paper APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.17% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1595 | 22.29 | |
| 0.1350 | 28.57 | |
| 0.8479 | 162.08 | |
| 0.0871 | 5.26 | |
| 1.0313 | 18.65 |
Estimation Period:
Nov 11, 2015 to Jan 16, 2026
Nov 11, 2015 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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