V-Lab
S&P / ASX 200 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:154.46% (-9.67%)
Analysis last updated: Saturday, April 27, 2024 at 05:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9099 | 13.18 | |
| 0.0941 | 5.23 | |
| 0.8188 | 25.01 | |
| 0.0008 | 0.24 |
Estimation Period:
Jan 2, 2008 to Nov 19, 2021
Jan 2, 2008 to Nov 19, 2021
News Impact Curve
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