S&P/ASX 200 Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.31% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 29.11 | |
| 0.0721 | 21.21 | |
| 0.8417 | 314.55 | |
| 0.1310 | 22.27 |
Estimation Period:
Mar 31, 2000 to Feb 20, 2026
Mar 31, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices