Australian Finance Group Limited EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.69% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0775 | 10.12 | |
| 0.1573 | 22.80 | |
| 0.9641 | 215.78 | |
| -0.0413 | -4.44 |
Estimation Period:
May 22, 2015 to Feb 6, 2026
May 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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