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V-Lab
S&P/ASX 200 APARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:11.62% (-0.58%)
Analysis last updated: Friday, December 5, 2025 at 06:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/ASX 200 APARCH
paramt-stat
ω0.023034.95
α0.073535.22
β0.9153449.33
γ0.764828.83
δ1.074140.77
Estimation Period:
May 29, 1992 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts