S&P/ASX 200 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:10.88% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 21.72 | |
| 0.0138 | 6.85 | |
| 0.8960 | 422.02 | |
| 0.1289 | 23.54 |
Estimation Period:
May 29, 1992 to Dec 12, 2025
May 29, 1992 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices