S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.71% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9922 | 10.53 | |
| 0.0956 | 9.20 | |
| 0.8829 | 83.25 | |
| 0.0001 | 0.41 |
Estimation Period:
May 29, 1992 to Oct 10, 2025
May 29, 1992 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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