Wawel Sa APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.55%
decreased by 0.88%
1 Week
21.57%
increased by 2.14%
1 Month
28.33%
increased by 8.90%
Analysis last updated: Thursday, May 21, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2574 | 17.71 | |
| 0.2094 | 38.58 | |
| 0.7427 | 95.57 | |
| 0.0200 | 1.32 | |
| 1.4055 | 29.08 |
Estimation Period:
Jul 30, 1998 to May 15, 2026
Jul 30, 1998 to May 15, 2026
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