V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:14.04% (-0.76%)

Analysis last updated: Thursday, May 2, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Stock Exchange All Ordinaries Index AGARCH
paramt-stat
ω0.00342.38
α0.080238.24
β0.8883355.33
γ0.526730.10
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts