Sparinvest - Index Sektor IN APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.15% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 6.93 | |
| 0.0845 | 13.72 | |
| 0.8811 | 49.10 | |
| 1.0000 | 103.29 | |
| 0.6969 | 7.32 |
Estimation Period:
Jan 25, 2021 to Feb 13, 2026
Jan 25, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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