S&P/NZX All Index APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.13% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 22.07 | |
| 0.0898 | 36.37 | |
| 0.9027 | 335.96 | |
| 0.1721 | 9.78 | |
| 1.5465 | 23.86 |
Estimation Period:
Jan 3, 1990 to Feb 5, 2026
Jan 3, 1990 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices