Metcash Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.51% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.18 | |
| 0.1816 | 24.34 | |
| 0.9835 | 828.59 | |
| -0.0066 | -0.88 |
Estimation Period:
Jun 17, 1994 to Feb 13, 2026
Jun 17, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities