V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:12.77% (-0.73%)

Analysis last updated: Wednesday, April 24, 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-0.0068-4.78
α0.144338.95
β0.9727878.68
γ-0.0960-30.18
Estimation Period:
Jan 1, 1990 to Apr 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts