Pengana International Equities Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.24% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0573 | 20.51 | |
| 0.1325 | 35.62 | |
| 0.8551 | 200.73 | |
| 0.1532 | 7.21 | |
| 1.3842 | 31.11 |
Estimation Period:
Mar 19, 2004 to Feb 13, 2026
Mar 19, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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