Australian Ethical Inv Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.15% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8272 | 6.20 | |
| 0.0488 | 1.71 | |
| 0.7003 | 3.81 | |
| -0.4933 | -2.74 | |
| 0.6580 | 2.59 | |
| -0.1731 | -1.28 |
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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