S&P/ASX 200 APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.18% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 35.04 | |
| 0.0746 | 35.74 | |
| 0.9140 | 446.52 | |
| 0.7564 | 29.18 | |
| 1.0753 | 40.78 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices