Australian Stock Exchange All Ordinaries Index GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
13.35%
decreased by 0.73%
1 Week
13.40%
decreased by 0.68%
1 Month
13.57%
decreased by 0.51%
Analysis last updated: Wednesday, June 10, 2026 at 07:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 28.30 | |
| 0.1025 | 40.06 | |
| 0.8727 | 322.99 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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