Australian Agricultural Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.63% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1086 | 18.29 | |
| 0.2157 | 31.26 | |
| 0.9316 | 233.91 | |
| -0.0094 | -1.36 |
Estimation Period:
Aug 10, 2001 to Feb 6, 2026
Aug 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Australian Agricultural Co Ltd Analyses
Other EGARCH Analyses on International Equities