S&P/ASX 300 GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.45% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 28.09 | |
| 0.0988 | 38.25 | |
| 0.8794 | 332.59 |
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