Lab Richmond APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:45.83% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9555 | 8.14 | |
| 0.2452 | 14.23 | |
| 0.6036 | 30.90 | |
| -0.0097 | -0.25 | |
| 1.4582 | 11.64 |
Estimation Period:
Dec 28, 2017 to Feb 13, 2026
Dec 28, 2017 to Feb 13, 2026
News Impact Curve
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