S&P/ASX 300 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.19% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8562 | 253.85 | |
| 0.1597 | 45.98 | |
| 0.0093 | 5.15 | |
| 0.0739 | 7.32 | |
| 0.9134 | 74.49 |
Estimation Period:
May 29, 1992 to Feb 13, 2026
May 29, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices