National Housing Finance APARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.82% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0973 | 13.49 | |
| 0.0939 | 26.66 | |
| 0.9061 | 294.57 | |
| 0.0244 | 1.22 | |
| 1.7731 | 26.70 |
Estimation Period:
Jan 14, 2009 to Feb 5, 2026
Jan 14, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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