T-Cap Securities JSC APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.25% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7062 | 7.48 | |
| 0.1404 | 16.52 | |
| 0.7634 | 78.01 | |
| 0.0024 | 0.21 | |
| 2.6911 | 17.72 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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