Versabank APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.16% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2294 | 8.10 | |
| 0.1417 | 15.75 | |
| 0.7798 | 35.04 | |
| 0.1773 | 2.83 | |
| 0.8742 | 7.42 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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