V-Lab
S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:13.03% (+0.94%)
Analysis last updated: Friday, December 20, 2024 at 06:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9861 | 10.09 | |
| 0.0907 | 8.80 | |
| 0.8898 | 84.61 | |
| 0.0001 | 0.31 |
Estimation Period:
May 29, 1992 to Dec 20, 2024
May 29, 1992 to Dec 20, 2024
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