S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
11.25%
decreased by 0.59%
1 Week
11.37%
decreased by 0.47%
1 Month
11.78%
decreased by 0.06%
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 0.8049 | 13.99 | |
| 0.0798 | 36.65 | |
| 0.9821 | 647.39 | |
| 9.5879 | 4.97 |
Estimation Period:
May 29, 1992 to Jun 26, 2026
May 29, 1992 to Jun 26, 2026
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