V-Lab
V-Lab
PSI All-Share Index Gross Return GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:16.34% (+1.06%)

Analysis last updated: Friday, May 10, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PSI All-Share Index Gross Return GJR-GARCH
paramt-stat
ω0.017420.40
α0.068412.89
β0.8742376.15
γ0.097610.01
Estimation Period:
May 14, 2004 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts