FTSE SmallCap Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.66% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 28.44 | |
| 0.1760 | 47.39 | |
| 0.8240 | 225.63 | |
| 0.2606 | 30.03 | |
| 1.0805 | 36.84 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices