Downer EDI Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.05% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0230 | 4.02 | |
| 0.7214 | 36.70 | |
| 0.0840 | 7.85 | |
| 0.0455 | 0.45 | |
| 0.0161 | 0.75 | |
| 0.9759 | 27.40 |
Estimation Period:
Jan 4, 1996 to Feb 13, 2026
Jan 4, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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