V-Lab
V-Lab
S&P/ASX 300 MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:12.05% (+0.83%)

Analysis last updated: Friday, May 17, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/ASX 300 MF2-GARCH
paramt-stat
m76
α0.00000.00
β0.8661267.47
γ0.150344.70
λ10.00855.36
λ20.06967.78
λ30.919085.37
Estimation Period:
May 29, 1992 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts