Australian Stock Exchange All Ordinaries Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.02% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 3.12 | |
| 0.0848 | 39.90 | |
| 0.8809 | 348.04 | |
| 0.5253 | 32.06 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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