Vienna Stock Exchange Austrian Traded Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.23% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 33.64 | |
| 0.0948 | 33.33 | |
| 0.8920 | 341.63 | |
| 0.5247 | 28.09 | |
| 1.2179 | 37.45 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices