FTSE ST All-Share Index APARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
13.73%
increased by 2.71%
1 Week
13.86%
increased by 2.84%
1 Month
14.28%
increased by 3.26%
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 | |
|---|---|---|
| 0.0195 | 25.78 | |
| 0.1178 | 42.78 | |
| 0.8635 | 208.47 | |
| 0.2659 | 23.45 | |
| 1.8763 | 28.25 |
Estimation Period:
Aug 30, 1999 to Apr 30, 2026
Aug 30, 1999 to Apr 30, 2026
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