S&P/ASX 200 GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.73% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 27.53 | |
| 0.0975 | 38.23 | |
| 0.8808 | 332.52 |
Estimation Period:
May 29, 1992 to Feb 20, 2026
May 29, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices