S&P/ASX 200 EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:11.36% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -3.54 | |
| 0.1384 | 35.81 | |
| 0.9743 | 885.68 | |
| -0.1008 | -30.96 |
Estimation Period:
May 29, 1992 to Nov 7, 2025
May 29, 1992 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices