Castellum Ab APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.75% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 11.91 | |
| 0.0543 | 23.03 | |
| 0.9456 | 475.66 | |
| 0.2675 | 10.18 | |
| 1.6435 | 29.55 |
Estimation Period:
Oct 11, 2007 to Feb 13, 2026
Oct 11, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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