Australian Stock Exchange All Ordinaries Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
14.09%
decreased by 0.92%
1 Week
14.12%
decreased by 0.89%
1 Month
14.21%
decreased by 0.80%
Analysis last updated: Wednesday, June 10, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 35.93 | |
| 0.0802 | 38.79 | |
| 0.9064 | 440.02 | |
| 0.6884 | 32.03 | |
| 1.0892 | 41.90 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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