S&P Asia 50 CME APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.77% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 25.57 | |
| 0.0665 | 34.82 | |
| 0.9335 | 554.66 | |
| 0.4560 | 18.38 | |
| 1.1168 | 29.71 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices