S&P/ASX 200 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:10.10% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9917 | 10.55 | |
| 0.0954 | 9.19 | |
| 0.8831 | 83.39 | |
| 0.0001 | 0.41 |
Estimation Period:
May 29, 1992 to Oct 31, 2025
May 29, 1992 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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