Australian Stock Exchange All Ordinaries Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (+4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 35.71 | |
| 0.0799 | 38.46 | |
| 0.9069 | 437.49 | |
| 0.6853 | 31.70 | |
| 1.0886 | 41.50 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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