S&P / ASX 200 Volatility Index GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
98.80%
increased by 1.65%
1 Week
100.78%
increased by 3.63%
1 Month
104.81%
increased by 7.66%
Analysis last updated: Friday, April 17, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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