S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
11.26%
decreased by 0.48%
1 Week
11.38%
decreased by 0.36%
1 Month
11.79%
increased by 0.05%
Analysis last updated: Thursday, April 30, 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 | |
|---|---|---|
| 0.8060 | 13.84 | |
| 0.0800 | 36.73 | |
| 0.9821 | 641.92 | |
| 9.5520 | 4.98 |
Estimation Period:
May 29, 1992 to Apr 24, 2026
May 29, 1992 to Apr 24, 2026
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