V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:13.35% (-0.66%)

Analysis last updated: Wednesday, May 8, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Stock Exchange All Ordinaries Index GARCH
paramt-stat
ω0.017826.36
α0.095637.75
β0.8829333.92
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts