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 Friday, December 19th, 2025:9.39% (-0.43%)

Analysis last updated: Thursday, December 18, 2025 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8953	8.01
$α$	0.0966	8.55
$β$	0.8638	64.30
$γ_{1}$	0.0170	0.75
$γ_{2}$	-0.0602	-1.76
$γ_{3}$	0.1173	5.28
$γ_{4}$	-0.1475	-6.81
$γ_{5}$	0.1063	4.38
$γ_{6}$	-0.0267	-1.13
$γ_{7}$	-0.0420	-1.25

Estimation Period:
May 29, 1992 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts