FTSE All-Share Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
13.09%
increased by 2.41%
1 Week
13.22%
increased by 2.54%
1 Month
13.67%
increased by 2.99%
Analysis last updated: Tuesday, June 9, 2026 at 05:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 38.11 | |
| 0.0815 | 47.06 | |
| 0.9144 | 529.17 | |
| 0.7518 | 35.30 | |
| 0.9483 | 38.64 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other APARCH Analyses on Equity Indices