FTSE All-Share Index APARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:8.27% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 38.53 | |
| 0.0793 | 47.91 | |
| 0.9173 | 556.94 | |
| 0.7719 | 36.44 | |
| 0.9342 | 38.26 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices