S&P/ASX 300 AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.52% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 1.86 | |
| 0.0845 | 39.19 | |
| 0.8838 | 344.55 | |
| 0.5318 | 30.47 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices