Oxford Metrics PLC APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.47% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 7.62 | |
| 0.0085 | 4.27 | |
| 0.9887 | 795.38 | |
| 0.6208 | 4.21 | |
| 1.7120 | 13.13 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Oxford Metrics PLC Analyses
Other APARCH Analyses on International Equities