S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
15.39%
increased by 2.23%
1 Week
15.36%
increased by 2.20%
1 Month
15.22%
increased by 2.06%
Analysis last updated: Friday, June 12, 2026 at 07:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8082 | 13.91 | |
| 0.0798 | 36.67 | |
| 0.9822 | 649.62 | |
| 9.5886 | 4.97 |
Estimation Period:
May 29, 1992 to Jun 12, 2026
May 29, 1992 to Jun 12, 2026
Other S&P/ASX 200 Analyses
Other GAS-GARCH Student T Analyses on Equity Indices