V-Lab
S&P/ASX 200 Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:15.95% (-0.10%)
Analysis last updated: Wednesday, March 22, 2023, 04:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0872 | 9.30 | |
| 0.0912 | 8.70 | |
| 0.8904 | 84.30 | |
| 0.0012 | 1.68 |
Estimation Period:
May 29, 1992 to Mar 17, 2023
May 29, 1992 to Mar 17, 2023