V-Lab
S&P / ASX 200 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:102.81% (+1.07%)
Analysis last updated: Saturday, January 18, 2025 at 08:15 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1052 | 14.71 | |
| 0.7341 | 32.76 | |
| -0.0294 | -2.06 | |
| 10.0000 | 0.35 | |
| 0.2177 | 0.35 | |
| 0.5446 | 0.42 |
Estimation Period:
Jan 2, 2008 to Nov 19, 2021
Jan 2, 2008 to Nov 19, 2021
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