S&P/ASX 300 MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.14% (+6.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8569 | 253.74 | |
| 0.1586 | 45.80 | |
| 0.0092 | 5.14 | |
| 0.0734 | 7.33 | |
| 0.9140 | 75.25 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices