FTSE All-Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.55% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 38.41 | |
| 0.0792 | 47.77 | |
| 0.9175 | 556.73 | |
| 0.7735 | 36.33 | |
| 0.9331 | 38.25 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices