V-Lab
S&P / ASX 200 Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:91.75% (+10.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 5.50 | |
| 0.1395 | 16.93 | |
| 0.7931 | 70.41 | |
| -0.0795 | -1.52 | |
| 1.2051 | 15.66 |
Estimation Period:
Jan 2, 2008 to Apr 4, 2025
Jan 2, 2008 to Apr 4, 2025
News Impact Curve
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