V-Lab
S&P/ASX 200 AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:14.69% (+0.68%)
Analysis last updated: Wednesday, October 4, 2023 at 04:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 0.73 | |
| 0.0802 | 37.14 | |
| 0.8908 | 337.57 | |
| 0.5487 | 28.35 |
Estimation Period:
May 29, 1992 to Sep 29, 2023
May 29, 1992 to Sep 29, 2023