V-Lab
S&P / ASX 200 Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:97.37% (-2.44%)
Analysis last updated: Friday, April 12, 2024 at 11:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1803 | 13.01 | |
| 0.1443 | 13.90 | |
| 0.9533 | 272.69 | |
| 0.0568 | 4.78 |
Estimation Period:
Jan 2, 2008 to Nov 19, 2021
Jan 2, 2008 to Nov 19, 2021
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