FTSE All-Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.39% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 38.35 | |
| 0.0793 | 47.72 | |
| 0.9174 | 555.35 | |
| 0.7730 | 36.27 | |
| 0.9335 | 38.25 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices