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	530.9944	2.02**
α ARCH Response to squared shocks	0.1033	11.89***
β GARCH Volatility persistence	0.9353	24.40***
ν DF Student-t tail thickness	2.0341	176.80***

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RMA Global Limited GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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