Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.93% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8010 | 8.67 | |
| 0.0826 | 5.09 | |
| 0.6515 | 8.96 | |
| -0.1478 | -2.33 | |
| 0.2913 | 2.63 | |
| -0.1388 | -1.29 | |
| -0.0826 | -0.85 | |
| 0.1270 | 1.94 | |
| -0.1074 | -1.72 | |
| 0.1848 | 2.62 | |
| -0.2629 | -3.86 | |
| 0.1964 | 3.99 |
Estimation Period:
Jan 4, 1996 to Feb 20, 2026
Jan 4, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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