Australian Stock Exchange All Ordinaries Index GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.45% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 28.22 | |
| 0.1028 | 39.72 | |
| 0.8723 | 319.06 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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