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V-Lab
V-Lab
S&P/ASX 200 AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:11.61% (-0.60%)
Analysis last updated: Friday, December 5, 2025 at 06:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/ASX 200 AGARCH
paramt-stat
ω0.00281.76
α0.081838.49
β0.8871343.17
γ0.539630.16
Estimation Period:
May 29, 1992 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts