Australian Stock Exchange All Ordinaries Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.79% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 3.08 | |
| 0.0845 | 39.87 | |
| 0.8811 | 348.40 | |
| 0.5264 | 32.05 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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