S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.33% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8049 | 13.90 | |
| 0.0801 | 36.73 | |
| 0.9821 | 640.24 | |
| 9.6339 | 4.93 |
Estimation Period:
May 29, 1992 to Mar 6, 2026
May 29, 1992 to Mar 6, 2026
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