V-Lab
S&P / ASX 200 Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:103.56% (-8.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9232 | 14.23 | |
| 0.1466 | 5.87 | |
| 0.7190 | 17.94 | |
| -0.0007 | -1.53 |
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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