V-Lab
S&P / ASX 200 Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:140.14% (-13.79%)
Analysis last updated: Saturday, April 20, 2024 at 03:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8310 | 26.83 | |
| 0.1173 | 30.04 | |
| 0.7678 | 150.50 | |
| -1.5385 | -6.62 |
Estimation Period:
Jan 2, 2008 to Nov 19, 2021
Jan 2, 2008 to Nov 19, 2021
News Impact Curve
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