V-Lab
S&P / ASX 200 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:90.96% (+19.20%)
Analysis last updated: Friday, December 20, 2024 at 09:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.4103 | 8.08 | |
| 0.0819 | 13.64 | |
| 0.9442 | 130.24 | |
| 5 | 4.07 |
Estimation Period:
Jan 2, 2008 to Nov 19, 2021
Jan 2, 2008 to Nov 19, 2021
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