FTSE 250 Index APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
13.41%
decreased by 0.74%
1 Week
13.55%
decreased by 0.60%
1 Month
14.05%
decreased by 0.10%
Analysis last updated: Wednesday, June 10, 2026 at 05:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 32.51 | |
| 0.1180 | 45.24 | |
| 0.8820 | 351.96 | |
| 0.4229 | 31.09 | |
| 1.0256 | 32.86 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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