S&P / ASX 200 Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:72.32% (-0.76%)
Parameter Estimates
param | t-stat | |
---|---|---|
101 | ||
0.1416 | 17.57 | |
0.6566 | 38.82 | |
0.0163 | 0.91 | |
4.5968 | 0.60 | |
0.0782 | 0.60 | |
0.8211 | 2.75 |
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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