V-Lab
S&P / ASX 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:94.44% (-8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.6520 | 9.46 | |
| 0.0982 | 17.05 | |
| 0.9299 | 119.33 | |
| 4.5157 | 6.13 |
Estimation Period:
Jan 2, 2008 to Apr 4, 2025
Jan 2, 2008 to Apr 4, 2025
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