Sonmez Filament APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.03% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4178 | 13.94 | |
| 0.2122 | 43.63 | |
| 0.7739 | 136.47 | |
| -0.0606 | -4.41 | |
| 1.2086 | 24.10 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
News Impact Curve
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