ASX Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.75% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 13.79 | |
| 0.0382 | 23.46 | |
| 0.9552 | 578.90 |
Estimation Period:
Oct 14, 1998 to Feb 13, 2026
Oct 14, 1998 to Feb 13, 2026
News Impact Curve
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