V-Lab
S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:10.69% (+0.42%)
Analysis last updated: Friday, November 22, 2024 at 06:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9870 | 10.05 | |
| 0.0904 | 8.79 | |
| 0.8902 | 84.88 | |
| 0.0001 | 0.33 |
Estimation Period:
May 29, 1992 to Nov 22, 2024
May 29, 1992 to Nov 22, 2024
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