FII Grand Plaza Shopping APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.37%
decreased by 0.50%
1 Week
22.17%
increased by 2.30%
1 Month
29.73%
increased by 9.86%
Analysis last updated: Tuesday, June 9, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3759 | 6.91 | |
| 0.1979 | 14.07 | |
| 0.7268 | 50.71 | |
| 0.1203 | 5.28 | |
| 2.6673 | 15.38 |
Estimation Period:
Mar 19, 2007 to Jun 5, 2026
Mar 19, 2007 to Jun 5, 2026
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