S&P/ASX 200 Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.97% (+4.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 29.12 | |
| 0.0726 | 21.28 | |
| 0.8411 | 313.25 | |
| 0.1315 | 22.28 |
Estimation Period:
Mar 31, 2000 to Feb 6, 2026
Mar 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices