Australian Foundation Investment Co Ltd/Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.56% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 23.13 | |
| 0.1231 | 52.59 | |
| 0.8729 | 418.25 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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