S&P/ASX 300 EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.66% (+4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -3.66 | |
| 0.1440 | 35.77 | |
| 0.9724 | 870.58 | |
| -0.1024 | -30.76 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices