S&P/ASX 300 GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.18% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 28.04 | |
| 0.0981 | 38.05 | |
| 0.8801 | 333.50 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices