S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:10.29% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8021 | 13.70 | |
| 0.0789 | 36.98 | |
| 0.9827 | 649.47 | |
| 9.6549 | 4.89 |
Estimation Period:
May 29, 1992 to Oct 31, 2025
May 29, 1992 to Oct 31, 2025
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