Australian Stock Exchange All Ordinaries Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.90% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 25.43 | |
| 0.0198 | 9.69 | |
| 0.8871 | 409.76 | |
| 0.1283 | 23.07 |
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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