Australian Ethical Inv Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.64% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1713 | 5.50 | |
| 0.1358 | 11.83 | |
| 0.9308 | 74.66 | |
| 0.0071 | 0.53 |
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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