Netbay PCL APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:50.19% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1617 | 6.15 | |
| 0.0462 | 5.94 | |
| 0.9245 | 104.58 | |
| -0.0688 | -1.77 | |
| 1.8140 | 9.89 |
Estimation Period:
Jun 16, 2016 to Feb 27, 2026
Jun 16, 2016 to Feb 27, 2026
News Impact Curve
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