FTSE SmallCap Index APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.92% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 28.40 | |
| 0.1763 | 47.39 | |
| 0.8237 | 225.19 | |
| 0.2602 | 29.98 | |
| 1.0796 | 36.80 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices