S&P/ASX 300 APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.52%
decreased by 0.82%
1 Week
14.54%
decreased by 0.80%
1 Month
14.63%
decreased by 0.71%
Analysis last updated: Wednesday, June 10, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 36.35 | |
| 0.0754 | 33.84 | |
| 0.9105 | 435.22 | |
| 0.7341 | 26.39 | |
| 1.1591 | 43.93 |
Estimation Period:
May 29, 1992 to Jun 5, 2026
May 29, 1992 to Jun 5, 2026
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