S&P/ASX 300 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.23%
decreased by 0.74%
1 Week
14.23%
decreased by 0.74%
1 Month
14.22%
decreased by 0.75%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7942 | 12.89 | |
| 0.0791 | 36.69 | |
| 0.9824 | 627.31 | |
| 8.7388 | 5.44 |
Estimation Period:
May 29, 1992 to Jun 5, 2026
May 29, 1992 to Jun 5, 2026
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