S&P/ASX 300 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.35%
increased by 2.21%
1 Week
15.31%
increased by 2.17%
1 Month
15.16%
increased by 2.02%
Analysis last updated: Friday, June 12, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7931 | 12.88 | |
| 0.0789 | 36.68 | |
| 0.9824 | 626.92 | |
| 8.7324 | 5.44 |
Estimation Period:
May 29, 1992 to Jun 12, 2026
May 29, 1992 to Jun 12, 2026
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