V-Lab: S&P/ASX 200 MF2-GARCH Volatility Analysis

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S&P/ASX 200 MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:10.96% (-0.48%)

Analysis last updated: Friday, December 5, 2025 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0000	0.00
$β$	0.8570	247.70
$γ$	0.1569	45.38
$λ_{1}$	0.0095	5.08
$λ_{2}$	0.0750	7.64
$λ_{3}$	0.9122	76.23

Estimation Period:
May 29, 1992 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts