S&P / ASX 200 Volatility Index

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	param	t-stat
$ω$	1.1082	5.27
$α$	0.1766	1.61
$β$	0.0000	0.00
$γ_{1}$	1.1894	0.63
$γ_{2}$	-3.6135	-1.30
$γ_{3}$	6.6122	3.25
$γ_{4}$	-8.5135	-3.58
$γ_{5}$	7.3307	3.11
$γ_{6}$	-5.4772	-1.91

V-Lab

Ventia Services Group Pty Ltd Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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