FTSE SmallCap Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:6.02% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 28.42 | |
| 0.1761 | 47.39 | |
| 0.8239 | 225.55 | |
| 0.2605 | 30.01 | |
| 1.0805 | 36.84 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices