AUSTRALIAN STOCK EXCHANGE ALL ORDINARIES INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 10.06% (-0.16)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (AUD): $5,185.40 Return: 0.49% 1 Week Pred: 10.23%
Avg Week Vol: 10.28% Avg Month Vol: 11.63% 1 Month Pred: 10.79%
Min Vol: 6.49% Max Vol: 61.86% 6 Months Pred: 12.97%
Avg Vol: 14.9% Vol of Vol: 16.73% 1 Year Pred: 13.92%

Documentation