S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	0.7242	1.93
$α$	0.0633	1.88
$β$	0.8607	8.16
$γ_{1}$	0.0204	0.01
$γ_{2}$	1.2658	0.66
$γ_{3}$	-3.1051	-3.34
$γ_{4}$	3.3839	3.34
$γ_{5}$	-2.7504	-1.79
$γ_{6}$	1.8585	0.96
$γ_{7}$	-1.3601	-0.60
$γ_{8}$	1.0546	0.37
$γ_{9}$	-0.3054	-0.13
$γ_{10}$	-0.0730	-0.06

V-Lab

CAQ Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 20th, 2025:121.05% (+53.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CAQ Holdings Ltd Analyses