S&P/ASX 200 GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.01% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 27.56 | |
| 0.0978 | 38.25 | |
| 0.8806 | 332.19 |
Estimation Period:
May 29, 1992 to Feb 13, 2026
May 29, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices