Australian Stock Exchange All Ordinaries Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.74% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 28.21 | |
| 0.1026 | 39.69 | |
| 0.8725 | 319.13 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices