S&P/ASX 200 GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.02% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 27.47 | |
| 0.0970 | 38.04 | |
| 0.8814 | 333.25 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices