V-Lab
S&P / ASX 200 Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:111.58% (+10.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.57 | |
| 0.1320 | 19.99 | |
| 0.7613 | 88.20 |
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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