Australian Stock Exchange All Ordinaries Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.72% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 35.78 | |
| 0.0805 | 38.61 | |
| 0.9061 | 435.19 | |
| 0.6829 | 31.80 | |
| 1.0919 | 41.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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