V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:13.21% (-0.55%)

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 GJR-GARCH
paramt-stat
ω0.019323.83
α0.01788.96
β0.8958434.44
γ0.121222.70
Estimation Period:
Jan 1, 1990 to Apr 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts