S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:10.80% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9891 | 10.63 | |
| 0.0957 | 9.22 | |
| 0.8826 | 83.17 | |
| 0.0001 | 0.38 |
Estimation Period:
May 29, 1992 to Dec 5, 2025
May 29, 1992 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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