CSL Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.75% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0862 | 8.91 | |
| 0.3271 | 14.25 | |
| 0.1026 | 9.33 | |
| 0.5805 | 0.82 | |
| 0.8285 | 2.35 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1994 to Feb 13, 2026
May 30, 1994 to Feb 13, 2026
News Impact Curve
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