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V-Lab
V-Lab
S&P/ASX 200 APARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:10.72% (+1.25%)
Analysis last updated: Friday, October 17, 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
ω0.023034.91
α0.073635.14
β0.9151448.60
γ0.764728.74
δ1.076640.84
Estimation Period:
May 29, 1992 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts