Sonic Healthcare Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:38.75% (+15.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 21.07 | |
| 0.2076 | 32.00 | |
| 0.9491 | 371.16 | |
| -0.0283 | -4.47 |
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Jan 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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