S&P/ASX 200 GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:10.12% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 21.71 | |
| 0.0137 | 6.82 | |
| 0.8960 | 421.84 | |
| 0.1292 | 23.55 |
Estimation Period:
May 29, 1992 to Oct 17, 2025
May 29, 1992 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices