Wavestone APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.93% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1010 | 13.27 | |
| 0.1000 | 22.64 | |
| 0.8920 | 181.16 | |
| 0.2073 | 10.87 | |
| 1.5666 | 30.57 |
Estimation Period:
Feb 10, 2000 to Feb 13, 2026
Feb 10, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities