Bermuda Stock Exchange Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.93%
increased by 3.70%
1 Week
19.98%
increased by 3.75%
1 Month
20.17%
increased by 3.94%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 12.79 | |
| 0.0434 | 18.61 | |
| 0.9485 | 555.35 | |
| 0.0816 | 3.96 | |
| 2.1877 | 36.44 |
Estimation Period:
Jun 14, 1994 to May 21, 2026
Jun 14, 1994 to May 21, 2026
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