Australian Finance Group Limited GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.13% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3675 | 10.69 | |
| 0.0834 | 17.66 | |
| 0.8609 | 90.73 |
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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