Treasury Wine Estates Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.98% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1215 | 10.35 | |
| 0.2770 | 7.05 | |
| 0.0835 | 3.83 | |
| 0.0544 | 0.21 | |
| 0.0234 | 0.27 | |
| 0.9637 | 6.25 |
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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