S&P/ASX 200 APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.69% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 35.14 | |
| 0.0749 | 35.93 | |
| 0.9135 | 446.25 | |
| 0.7556 | 29.32 | |
| 1.0774 | 40.88 |
Estimation Period:
May 29, 1992 to Feb 20, 2026
May 29, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices