GrainCorp Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:71.90% (-6.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1905 | 21.11 | |
| 0.1238 | 19.92 | |
| 0.8313 | 127.44 | |
| 0.2136 | 3.76 |
Estimation Period:
Mar 30, 1998 to Jan 30, 2026
Mar 30, 1998 to Jan 30, 2026
News Impact Curve
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