S&P/ASX 300 APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (+4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 36.10 | |
| 0.0752 | 33.42 | |
| 0.9107 | 431.43 | |
| 0.7296 | 25.98 | |
| 1.1634 | 43.60 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices