V-Lab
S&P/ASX 200 APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 28th, 2023:16.11% (-0.89%)
Analysis last updated: Monday, March 27, 2023, 01:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 33.72 | |
| 0.0714 | 32.18 | |
| 0.9168 | 447.00 | |
| 0.7765 | 26.03 | |
| 1.1265 | 39.74 |
Estimation Period:
May 29, 1992 to Mar 24, 2023
May 29, 1992 to Mar 24, 2023