AMP Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:72.34% (-4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 12.93 | |
| 0.0820 | 12.81 | |
| 0.9180 | 187.05 | |
| 0.2096 | 5.58 | |
| 1.1970 | 16.58 |
Estimation Period:
Jun 15, 1998 to Feb 20, 2026
Jun 15, 1998 to Feb 20, 2026
News Impact Curve
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