PSI All-Share Index Gross Return APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.50% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 28.18 | |
| 0.1188 | 37.29 | |
| 0.8812 | 314.60 | |
| 0.3422 | 14.86 | |
| 1.2002 | 25.53 |
Estimation Period:
May 14, 2004 to Dec 31, 2025
May 14, 2004 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices