FTSE 250 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.93% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 32.36 | |
| 0.1184 | 45.18 | |
| 0.8816 | 350.26 | |
| 0.4187 | 30.85 | |
| 1.0316 | 32.72 |
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