Ray Sigorta APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.72% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6988 | 12.77 | |
| 0.2251 | 37.34 | |
| 0.7403 | 117.92 | |
| 0.0179 | 1.49 | |
| 1.6590 | 29.32 |
Estimation Period:
Aug 14, 1997 to Feb 13, 2026
Aug 14, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities