Ukraine PFTS Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:2.64% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 12.29 | |
| 0.0873 | 14.49 | |
| 0.9127 | 162.37 | |
| -0.0671 | -1.44 | |
| 0.5543 | 18.35 |
Estimation Period:
Oct 9, 1997 to Apr 4, 2025
Oct 9, 1997 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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