S&P/ASX 200 Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:11.27% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 28.55 | |
| 0.0704 | 20.76 | |
| 0.8440 | 315.26 | |
| 0.1310 | 22.30 |
Estimation Period:
Mar 31, 2000 to Oct 17, 2025
Mar 31, 2000 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices