Downer EDI Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.31% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 1.85 | |
| 0.0307 | 10.63 | |
| 0.9968 | 722.85 | |
| -0.0457 | -17.83 |
Estimation Period:
Jan 4, 1996 to Feb 13, 2026
Jan 4, 1996 to Feb 13, 2026
News Impact Curve
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