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V-Lab

Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.93% (-0.59%)
Analysis last updated: Saturday, February 21, 2026 at 05:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Downer EDI Ltd S0GARCH
paramt-stat
ω1.80108.67
α0.08265.09
β0.65158.96
γ1-0.1478-2.33
γ20.29132.63
γ3-0.1388-1.29
γ4-0.0826-0.85
γ50.12701.94
γ6-0.1074-1.72
γ70.18482.62
γ8-0.2629-3.86
γ90.19643.99
Estimation Period:
Jan 4, 1996 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts