Australian Stock Exchange All Ordinaries Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.58% (+2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 28.16 | |
| 0.1020 | 39.52 | |
| 0.8732 | 320.33 |
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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