V-Lab: S&P/ASX 200 Spline-GARCH Volatility Analysis

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V-Lab

S&P/ASX 200 Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:10.23% (-0.47%)

Analysis last updated: Friday, December 5, 2025 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8976	8.04
$α$	0.0967	8.55
$β$	0.8636	64.15
$γ_{1}$	0.0173	0.77
$γ_{2}$	-0.0605	-1.77
$γ_{3}$	0.1173	5.29
$γ_{4}$	-0.1475	-6.82
$γ_{5}$	0.1064	4.39
$γ_{6}$	-0.0266	-1.13
$γ_{7}$	-0.0430	-1.27

Estimation Period:
May 29, 1992 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts