S&P/ASX 200 Asy. MEM Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.26% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 28.47 | |
| 0.0699 | 20.70 | |
| 0.8444 | 316.83 | |
| 0.1313 | 22.45 |
Estimation Period:
Mar 31, 2000 to Nov 21, 2025
Mar 31, 2000 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices