S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
13.93%
increased by 0.88%
1 Week
13.94%
increased by 0.89%
1 Month
13.98%
increased by 0.93%
Analysis last updated: Wednesday, April 22, 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 | |
|---|---|---|
| 0.8076 | 13.75 | |
| 0.0798 | 36.81 | |
| 0.9822 | 641.15 | |
| 9.5634 | 4.97 |
Estimation Period:
May 29, 1992 to Apr 17, 2026
May 29, 1992 to Apr 17, 2026
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