PSI All-Share Index Gross Return APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
13.29%
increased by 0.63%
1 Week
13.55%
increased by 0.89%
1 Month
14.48%
increased by 1.82%
Analysis last updated: Friday, June 12, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 28.48 | |
| 0.1153 | 37.77 | |
| 0.8847 | 324.67 | |
| 0.3433 | 15.01 | |
| 1.1707 | 24.98 |
Estimation Period:
May 14, 2004 to Apr 30, 2026
May 14, 2004 to Apr 30, 2026
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