V-Lab
S&P / ASX 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:129.64% (+37.21%)
Analysis last updated: Friday, December 20, 2024 at 09:20 PM 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
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