QRF Sicafi CVA APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.48% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 17.19 | |
| 0.1013 | 22.64 | |
| 0.8987 | 245.56 | |
| 0.1449 | 5.15 | |
| 1.6411 | 16.27 |
Estimation Period:
Dec 18, 2013 to Feb 6, 2026
Dec 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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