Whitehaven Coal Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:40.73% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 11.92 | |
| 0.1244 | 32.35 | |
| 0.9851 | 894.72 | |
| -0.0327 | -9.50 |
Estimation Period:
Jun 1, 2007 to Feb 13, 2026
Jun 1, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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