Ab Sagax APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.46% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 16.77 | |
| 0.0391 | 5.73 | |
| 0.9113 | 205.52 | |
| 0.7752 | 5.55 | |
| 1.9304 | 25.88 |
Estimation Period:
Nov 9, 2016 to Feb 13, 2026
Nov 9, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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