S&P/ASX 200 GARCH Volatility Analysis
Volatility prediction for Thursday, April 16th, 2026
1 Day
16.76%
decreased by 0.93%
1 Week
16.68%
decreased by 1.01%
1 Month
16.42%
decreased by 1.27%
Analysis last updated: Wednesday, April 15, 2026 at 08:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 27.47 | |
| 0.0972 | 38.38 | |
| 0.8816 | 335.99 |
Estimation Period:
May 29, 1992 to Apr 10, 2026
May 29, 1992 to Apr 10, 2026
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