Australian Stock Exchange All Ordinaries Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.37% (+4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 28.16 | |
| 0.1020 | 39.52 | |
| 0.8732 | 320.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices