V-Lab
S&P/ASX 200 GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 6th, 2023:12.72% (+0.97%)
Analysis last updated: Monday, June 5, 2023 at 01:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 25.44 | |
| 0.0926 | 36.06 | |
| 0.8893 | 340.58 |
Estimation Period:
May 29, 1992 to Jun 2, 2023
May 29, 1992 to Jun 2, 2023