Aurizon Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.30% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 12.97 | |
| 0.1215 | 17.42 | |
| 0.9721 | 476.07 | |
| -0.0214 | -3.92 |
Estimation Period:
Nov 22, 2010 to Feb 6, 2026
Nov 22, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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