S&P / ASX 200 Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7,501.0410	13.52***
α ARCH Response to squared shocks	0.0451	230.03***
β GARCH Volatility persistence	0.9990
ν DF Student-t tail thickness	2.0002

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Pilbara Gold Ltd GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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