Summit Securities Ltd APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.52% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4703 | 9.35 | |
| 0.1265 | 21.56 | |
| 0.8134 | 99.91 | |
| 0.0350 | 1.70 | |
| 1.6345 | 20.38 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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