Australian Ethical Inv Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.34% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9052 | 18.00 | |
| 0.0879 | 11.48 | |
| 0.5532 | 30.83 | |
| -0.7875 | -2.73 |
Estimation Period:
Feb 16, 2021 to Feb 6, 2026
Feb 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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