S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:15.16% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9891 | 10.58 | |
| 0.0959 | 9.22 | |
| 0.8825 | 83.11 | |
| 0.0001 | 0.34 |
Estimation Period:
May 29, 1992 to Nov 21, 2025
May 29, 1992 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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