Australian Ethical Inv Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.87% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9289 | 8.34 | |
| 0.0449 | 1.78 | |
| 0.7470 | 4.79 | |
| -0.1944 | -2.44 | |
| 0.3701 | 2.60 |
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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