FTSE ST All-Share Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.14% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 24.34 | |
| 0.1072 | 38.57 | |
| 0.8705 | 216.98 | |
| 0.2519 | 21.94 | |
| 2.0321 | 28.07 |
Estimation Period:
Aug 30, 1999 to Apr 17, 2025
Aug 30, 1999 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices