S&P/ASX 200 AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.21% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 1.98 | |
| 0.0827 | 38.83 | |
| 0.8858 | 342.02 | |
| 0.5365 | 30.45 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices