V-Lab
V-Lab
PSI All-Share Index Gross Return APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:17.15% (-1.44%)

Analysis last updated: Saturday, April 27, 2024 at 05:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI All-Share Index Gross Return APARCH
paramt-stat
ω0.025226.96
α0.115635.62
β0.8844316.55
γ0.366014.17
δ1.197524.74
Estimation Period:
May 14, 2004 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts