V-Lab
S&P / ASX 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:152.78% (-9.72%)
Analysis last updated: Saturday, April 27, 2024 at 05:24 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8766 | 14.60 | |
| 0.0943 | 5.27 | |
| 0.8218 | 25.74 | |
| -0.0016 | -1.98 |
Estimation Period:
Jan 2, 2008 to Nov 19, 2021
Jan 2, 2008 to Nov 19, 2021
News Impact Curve
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