The a2 Milk Company Limited EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.78% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8662 | 14.39 | |
| 0.2919 | 17.07 | |
| 0.5777 | 19.61 | |
| 0.1349 | 10.12 |
Estimation Period:
Mar 31, 2015 to Feb 6, 2026
Mar 31, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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