V-Lab
V-Lab
S&P / ASX 200 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:94.17% (-1.66%)
Analysis last updated: Saturday, March 22, 2025 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P / ASX 200 Volatility Index APARCH
paramt-stat
ω0.11518.67
α0.065019.31
β0.9192188.71
γ-0.7192-10.20
δ0.621612.15
Estimation Period:
Jan 2, 2008 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts