S&P/ASX 300 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.91% (+5.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 22.90 | |
| 0.0155 | 7.48 | |
| 0.8924 | 420.94 | |
| 0.1312 | 23.61 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices