S&P Asia 50 CME APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
40.74%
decreased by 1.64%
1 Week
40.39%
decreased by 1.99%
1 Month
39.10%
decreased by 3.28%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 25.35 | |
| 0.0684 | 34.85 | |
| 0.9316 | 545.13 | |
| 0.4293 | 18.16 | |
| 1.1791 | 30.60 |
Estimation Period:
Jan 1, 1998 to Mar 19, 2026
Jan 1, 1998 to Mar 19, 2026
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