S&P/ASX 300 EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.74% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -3.65 | |
| 0.1450 | 36.03 | |
| 0.9722 | 866.49 | |
| -0.1029 | -30.88 |
Estimation Period:
May 29, 1992 to Feb 13, 2026
May 29, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices