S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	1.7335	6.46
$α$	0.0756	5.67
$β$	0.8312	23.07
$γ_{1}$	0.2582	4.84
$γ_{2}$	-0.2317	-2.94
$γ_{3}$	-0.1740	-2.62
$γ_{4}$	0.2435	3.44
$γ_{5}$	-0.1918	-2.32
$γ_{6}$	0.2224	2.07
$γ_{7}$	-0.1785	-1.88

V-Lab

SDI Ltd Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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