GrainCorp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:40.02% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1187 | 16.70 | |
| 0.0917 | 22.56 | |
| 0.8800 | 181.58 | |
| 0.3041 | 4.88 |
Estimation Period:
Mar 30, 1998 to Feb 20, 2026
Mar 30, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities