FTSE SmallCap Index APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.90%
increased by 0.72%
1 Week
9.11%
increased by 0.93%
1 Month
9.79%
increased by 1.61%
Analysis last updated: Tuesday, June 9, 2026 at 05:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 28.53 | |
| 0.1761 | 47.23 | |
| 0.8239 | 224.55 | |
| 0.2611 | 30.28 | |
| 1.0836 | 37.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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