S&P / ASX 200 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3544	4.03
$α$	0.2372	20.89
$β$	0.7620	65.44
$γ_{1}$	-3.9902	-1.02
$γ_{2}$	5.4457	1.18
$γ_{3}$	-2.0798	-1.57
$γ_{4}$	0.8975	0.77
$γ_{5}$	-1.6509	-1.46
$γ_{6}$	4.0546	3.56
$γ_{7}$	-4.9722	-4.05
$γ_{8}$	3.1650	2.03
$γ_{9}$	0.8711	0.29
$γ_{10}$	-34.2990	-7.49

V-Lab

Merchant House International Limited Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Merchant House International Limited Analyses