V-Lab
S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:12.37% (-0.56%)
Analysis last updated: Tuesday, January 21, 2025 at 06:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9856 | 10.11 | |
| 0.0905 | 8.81 | |
| 0.8899 | 84.86 | |
| 0.0001 | 0.32 |
Estimation Period:
May 29, 1992 to Jan 17, 2025
May 29, 1992 to Jan 17, 2025
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