S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.62% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8074 | 13.92 | |
| 0.0806 | 36.70 | |
| 0.9821 | 639.36 | |
| 9.6451 | 4.94 |
Estimation Period:
May 29, 1992 to Feb 13, 2026
May 29, 1992 to Feb 13, 2026
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