CSL Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.58% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 5.91 | |
| 0.0803 | 22.34 | |
| 0.9912 | 955.86 | |
| -0.0275 | -7.00 |
Estimation Period:
May 30, 1994 to Feb 20, 2026
May 30, 1994 to Feb 20, 2026
News Impact Curve
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