S&P / ASX 200 Volatility Index EGARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
83.44%
decreased by 2.88%
1 Week
88.94%
increased by 2.62%
1 Month
100.42%
increased by 14.10%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4920 | 16.85 | |
| 0.2771 | 19.24 | |
| 0.8730 | 114.21 | |
| 0.0162 | 1.00 |
Estimation Period:
Jan 2, 2008 to Apr 4, 2025
Jan 2, 2008 to Apr 4, 2025
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