S&P/ASX 200 AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:10.03% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 1.74 | |
| 0.0819 | 38.48 | |
| 0.8871 | 342.76 | |
| 0.5400 | 30.13 |
Estimation Period:
May 29, 1992 to Oct 17, 2025
May 29, 1992 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices