Downer EDI Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.51% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1089 | -4.02 | |
| 0.0232 | 29.19 | |
| 0.9641 | 1,078.37 | |
| 2.8721 | 11.52 |
Estimation Period:
Jan 4, 1996 to Jan 30, 2026
Jan 4, 1996 to Jan 30, 2026
News Impact Curve
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