Worley Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.13% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 13.40 | |
| 0.1642 | 28.63 | |
| 0.9706 | 541.65 | |
| -0.0701 | -11.47 |
Estimation Period:
Nov 28, 2002 to Feb 13, 2026
Nov 28, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities