Australian Agricultural Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.99% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1676 | 25.01 | |
| 0.5374 | 36.94 | |
| -0.0067 | -0.71 | |
| 1.1626 | 0.66 | |
| 0.7139 | 0.64 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 10, 2001 to Feb 6, 2026
Aug 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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