Australian Ethical Inv Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.54% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1964 | 1.00 | |
| 0.0148 | 0.48 | |
| -0.1964 | -0.99 | |
| 5.5262 | 0.05 | |
| 0.4171 | 0.05 | |
| 0.0741 | 0.00 |
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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