Nrc Group Asa APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.46% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1122 | 10.77 | |
| 0.0624 | 22.18 | |
| 0.9376 | 389.36 | |
| 0.0723 | 2.42 | |
| 1.8038 | 34.70 |
Estimation Period:
Aug 5, 1993 to Feb 6, 2026
Aug 5, 1993 to Feb 6, 2026
News Impact Curve
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