Australian Stock Exchange All Ordinaries Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.76% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 3.06 | |
| 0.0842 | 39.69 | |
| 0.8816 | 348.72 | |
| 0.5258 | 31.89 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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