Tappalpha SPY Gwth & DLY Inc APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.58% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 6.63 | |
| 0.0995 | 9.05 | |
| 0.8863 | 49.43 | |
| 1.0000 | 79.43 | |
| 0.7104 | 4.79 |
Estimation Period:
Aug 15, 2024 to Feb 6, 2026
Aug 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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