Tappalpha ITN 100 GW & DL IM APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.25% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1603 | 7.90 | |
| 0.0736 | 3.18 | |
| 0.8145 | 19.48 | |
| 1.0000 | 271.59 | |
| 0.5000 | 3.51 |
Estimation Period:
Sep 4, 2025 to Feb 6, 2026
Sep 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Tappalpha ITN 100 GW & DL IM Analyses
Other APARCH Analyses on ETFs