V-Lab
S&P/ASX 200 APARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:9.93% (-0.19%)
Analysis last updated: Monday, December 4, 2023 at 02:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 33.64 | |
| 0.0717 | 32.65 | |
| 0.9163 | 447.86 | |
| 0.7639 | 26.39 | |
| 1.1304 | 39.62 |
Estimation Period:
May 29, 1992 to Dec 1, 2023
May 29, 1992 to Dec 1, 2023