V-Lab
S&P/ASX 200 GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 5th, 2023:10.99% (+1.01%)
Analysis last updated: Monday, December 4, 2023 at 02:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 25.58 | |
| 0.0915 | 36.07 | |
| 0.8903 | 344.00 |
Estimation Period:
May 29, 1992 to Dec 1, 2023
May 29, 1992 to Dec 1, 2023