Wallenstam AB APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.30% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 15.74 | |
| 0.0722 | 33.65 | |
| 0.9273 | 514.59 | |
| 0.1218 | 10.96 | |
| 1.7898 | 40.05 |
Estimation Period:
Aug 12, 1991 to Feb 6, 2026
Aug 12, 1991 to Feb 6, 2026
News Impact Curve
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