V-Lab
S&P / ASX 200 Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:113.40% (+11.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8896 | 12.93 | |
| 0.1487 | 5.81 | |
| 0.7130 | 17.35 | |
| -0.0021 | -0.97 |
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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