V-Lab
V-Lab
S&P / ASX 200 Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:107.26% (-8.74%)
Analysis last updated: Friday, May 2, 2025 at 11:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P / ASX 200 Volatility Index GJR-GARCH
paramt-stat
ω5.000020.24
α0.126813.02
β0.761186.93
γ0.01220.53
Estimation Period:
Jan 2, 2008 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts