Australian Foundation Investment Co Ltd/Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.09% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 24.01 | |
| 0.2356 | 56.57 | |
| 0.9809 | 1,193.27 | |
| 0.0016 | 0.34 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Australian Foundation Investment Co Ltd/Fund Analyses
Other EGARCH Analyses on Closed-end Funds