GrainCorp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.98% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 8.12 | |
| 0.1375 | 18.09 | |
| 0.9788 | 460.83 | |
| -0.0444 | -5.64 |
Estimation Period:
Mar 30, 1998 to Feb 20, 2026
Mar 30, 1998 to Feb 20, 2026
News Impact Curve
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