V-Lab: S&P/ASX 200 APARCH Volatility Analysis

V-Lab

S&P/ASX 200 APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 22nd, 2025:21.22% (-1.24%)

Analysis last updated: Thursday, April 17, 2025 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0223	34.08
$α$	0.0719	33.50
$β$	0.9165	449.28
$γ$	0.7595	27.43
$δ$	1.1065	40.53

Estimation Period:
May 29, 1992 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts