Downer EDI Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.02% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 8.85 | |
| 0.0138 | 12.18 | |
| 0.9810 | 642.45 |
Estimation Period:
Jan 4, 1996 to Feb 13, 2026
Jan 4, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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