V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.60% (+1.92%)

Analysis last updated: Friday, April 26, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Stock Exchange All Ordinaries Index APARCH
paramt-stat
ω0.023334.39
α0.076636.47
β0.9102446.60
γ0.677229.63
δ1.135940.26
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts