Saph APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.92% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8900 | 11.71 | |
| 0.1814 | 34.10 | |
| 0.7405 | 89.97 | |
| 0.0802 | 6.17 | |
| 2.0343 | 23.52 |
Estimation Period:
Sep 19, 2005 to Feb 13, 2026
Sep 19, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities