Aurizon Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.48% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 12.86 | |
| 0.1204 | 17.32 | |
| 0.9726 | 482.42 | |
| -0.0215 | -3.96 |
Estimation Period:
Nov 22, 2010 to Feb 13, 2026
Nov 22, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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