AUSTRALIAN STOCK INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, June 18: 15.50% (-0.85)
  • COMPARE menu down arrow
    • Australian Stock Index»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (AUD): $4,825.90 Return: 0.71% 1 Week Pred: 15.47%
Avg Week Vol: 15.9% Avg Month Vol: 15.91% 1 Month Pred: 15.37%
Min Vol: 6.34% Max Vol: 59.94% 6 Months Pred: 15.08%
Avg Vol: 14.98% Vol of Vol: 16.33% 1 Year Pred: 15%

Documentation