S&P / ASX 200 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:85.13% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0261 | 27.51 | |
| 0.1577 | 25.30 | |
| 0.6903 | 91.38 | |
| -0.9504 | -3.88 |
Estimation Period:
Jan 2, 2008 to Apr 4, 2025
Jan 2, 2008 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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