Redivium Ltd APARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:6.12% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 2.49 | |
| 0.0915 | 22.56 | |
| 0.8771 | 90.86 | |
| 0.0660 | 2.68 | |
| 2.6565 | 11.93 |
Estimation Period:
Dec 5, 2003 to May 30, 2025
Dec 5, 2003 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities