Treasury Wine Estates Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.22% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3423 | 13.40 | |
| 0.2999 | 17.73 | |
| 0.7628 | 44.47 | |
| -0.0641 | -3.56 |
Estimation Period:
May 10, 2011 to Feb 20, 2026
May 10, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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