V-Lab: S&P/ASX 200 GARCH Volatility Analysis

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S&P/ASX 200 GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:11.20% (+0.29%)

Analysis last updated: Friday, October 17, 2025 at 06:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0183	27.26
$α$	0.0960	37.66
$β$	0.8829	335.06

Estimation Period:
May 29, 1992 to Oct 17, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts