S&P/ASX 200 EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:10.28% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -3.52 | |
| 0.1385 | 35.81 | |
| 0.9742 | 884.00 | |
| -0.1010 | -31.02 |
Estimation Period:
May 29, 1992 to Oct 24, 2025
May 29, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices