Downer EDI Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.42% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1096 | -4.03 | |
| 0.0233 | 29.14 | |
| 0.9638 | 1,067.32 | |
| 2.8799 | 11.60 |
Estimation Period:
Jan 4, 1996 to Feb 13, 2026
Jan 4, 1996 to Feb 13, 2026
News Impact Curve
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