Auto Nejma APARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:66.99% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 6.13 | |
| 0.0652 | 15.71 | |
| 0.9347 | 357.85 | |
| -0.0892 | -3.10 | |
| 1.9819 | 19.84 |
Estimation Period:
May 3, 1999 to Dec 5, 2025
May 3, 1999 to Dec 5, 2025
News Impact Curve
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