Comp SA APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:84.32% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 0.66 | |
| 0.0758 | 0.12 | |
| 0.8386 | 12.98 | |
| -1.0000 | -0.07 | |
| 1.1363 | 1.36 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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