S&P/ASX 200 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:15.74% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 21.66 | |
| 0.0137 | 6.81 | |
| 0.8963 | 422.99 | |
| 0.1287 | 23.54 |
Estimation Period:
May 29, 1992 to Nov 14, 2025
May 29, 1992 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices