Brambles Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.73% (+3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8179 | 10.36 | |
| 0.0843 | 5.29 | |
| 0.7939 | 19.22 | |
| 0.0121 | 0.46 | |
| -0.0020 | -0.05 | |
| 0.0063 | 0.19 | |
| -0.0895 | -2.19 | |
| 0.1850 | 4.69 | |
| -0.2575 | -7.44 | |
| 0.2660 | 5.26 | |
| -0.1858 | -2.32 | |
| 0.0965 | 1.08 | |
| -0.0191 | -0.19 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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