V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.61% (+1.84%)

Analysis last updated: Friday, April 26, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Stock Exchange All Ordinaries Index EGARCH
paramt-stat
ω-0.0067-4.77
α0.144438.96
β0.9727878.67
γ-0.0960-30.20
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts