S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.32% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8029 | 13.86 | |
| 0.0798 | 36.70 | |
| 0.9822 | 641.97 | |
| 9.6301 | 4.93 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
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