S&P/ASX 300 APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.85% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 36.23 | |
| 0.0758 | 33.61 | |
| 0.9100 | 430.05 | |
| 0.7268 | 26.11 | |
| 1.1666 | 43.72 |
Estimation Period:
May 29, 1992 to Feb 13, 2026
May 29, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices