Australian Stock Exchange All Ordinaries Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.01%
decreased by 0.65%
1 Week
14.02%
decreased by 0.64%
1 Month
14.05%
decreased by 0.61%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8034 | 12.18 | |
| 0.0800 | 38.08 | |
| 0.9832 | 609.14 | |
| 9.1422 | 5.18 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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