V-Lab
S&P / ASX 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:88.04% (-2.52%)
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
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