V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:12.11% (-0.49%)

Analysis last updated: Monday, May 13, 2024 at 07:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Stock Exchange All Ordinaries Index MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.8610255.56
γ0.150542.73
λ10.00923.90
λ20.07444.30
λ30.912944.83
Estimation Period:
Jan 1, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts