FTSE 350 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.41% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 38.30 | |
| 0.0734 | 43.89 | |
| 0.9219 | 577.25 | |
| 0.8056 | 35.38 | |
| 0.9841 | 38.60 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices