S&P/ASX 200 AGARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:15.81% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 1.74 | |
| 0.0816 | 38.42 | |
| 0.8874 | 343.70 | |
| 0.5388 | 30.07 |
Estimation Period:
May 29, 1992 to Nov 14, 2025
May 29, 1992 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices