FTSE 350 Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.46% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 38.16 | |
| 0.0733 | 43.80 | |
| 0.9221 | 577.40 | |
| 0.8078 | 35.34 | |
| 0.9827 | 38.61 |
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