V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:13.76% (-0.56%)

Analysis last updated: Tuesday, April 23, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Stock Exchange All Ordinaries Index GJR-GARCH
paramt-stat
ω0.019323.85
α0.01788.96
β0.8957434.19
γ0.121422.70
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts