S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:10.60% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9890 | 10.64 | |
| 0.0956 | 9.23 | |
| 0.8826 | 83.20 | |
| 0.0001 | 0.38 |
Estimation Period:
May 29, 1992 to Dec 12, 2025
May 29, 1992 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other S&P/ASX 200 Analyses
Other Zero Slope Spline-GARCH Analyses on Equity Indices