Schneider Electric SE APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
44.48%
increased by 0.12%
1 Week
44.72%
increased by 0.36%
1 Month
45.66%
increased by 1.30%
Analysis last updated: Wednesday, June 10, 2026 at 12:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 3.47 | |
| 0.0000 | 0.00 | |
| 1.0000 | 97.90 | |
| 0.0697 | 0.00 | |
| 2.1329 | 8.67 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
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