V-Lab
S&P / ASX 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 22nd, 2025:75.45% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.24 | |
| 0.1268 | 13.02 | |
| 0.7611 | 86.93 | |
| 0.0122 | 0.53 |
Estimation Period:
Jan 2, 2008 to Apr 4, 2025
Jan 2, 2008 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other S&P / ASX 200 Volatility Index Analyses
Other GJR-GARCH Analyses on Volatility Indices