Treasury Wine Estates Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.55% (+5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4944 | 22.43 | |
| 0.1984 | 14.26 | |
| 0.4377 | 19.78 | |
| 0.1049 | 1.13 |
Estimation Period:
May 10, 2011 to Feb 13, 2026
May 10, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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