Skip to main content
V-Lab
V-Lab
S&P/ASX 200 APARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.10% (+2.26%)
Analysis last updated: Friday, November 14, 2025 at 06:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/ASX 200 APARCH
paramt-stat
ω0.022934.92
α0.073435.08
β0.9154449.60
γ0.764028.68
δ1.078140.84
Estimation Period:
May 29, 1992 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts