V-Lab
V-Lab
S&P/ASX 300 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:14.38% (-0.73%)

Analysis last updated: Thursday, May 2, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/ASX 300 MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.8657266.78
γ0.150744.71
λ10.00855.36
λ20.06977.78
λ30.918985.32
Estimation Period:
May 29, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts