S&P/ASX 200 GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
14.18%
increased by 1.59%
1 Week
14.20%
increased by 1.61%
1 Month
14.29%
increased by 1.70%
Analysis last updated: Friday, May 8, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 27.64 | |
| 0.0975 | 38.51 | |
| 0.8809 | 335.46 |
Estimation Period:
May 29, 1992 to May 8, 2026
May 29, 1992 to May 8, 2026
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