IRESS Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.25% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2253 | 13.90 | |
| 0.2276 | 29.30 | |
| 0.8362 | 68.40 | |
| -0.0314 | -3.44 |
Estimation Period:
Nov 3, 2000 to Feb 20, 2026
Nov 3, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities