V-Lab
S&P / ASX 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:84.41% (-2.21%)
Analysis last updated: Saturday, February 1, 2025 at 01:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2909 | 15.82 | |
| 0.1017 | 11.91 | |
| 0.8368 | 107.07 | |
| -0.0302 | -2.16 |
Estimation Period:
Jan 2, 2008 to Nov 19, 2021
Jan 2, 2008 to Nov 19, 2021
News Impact Curve
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