S&P/ASX 300 AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.60% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 1.87 | |
| 0.0847 | 39.39 | |
| 0.8833 | 344.38 | |
| 0.5326 | 30.61 |
Estimation Period:
May 29, 1992 to Feb 20, 2026
May 29, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices