S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.19% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8062 | 13.76 | |
| 0.0793 | 36.91 | |
| 0.9825 | 646.81 | |
| 9.6620 | 4.89 |
Estimation Period:
May 29, 1992 to Nov 21, 2025
May 29, 1992 to Nov 21, 2025
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