AMP Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:116.42% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 13.37 | |
| 0.1537 | 16.56 | |
| 0.9767 | 633.00 | |
| -0.0320 | -6.86 |
Estimation Period:
Jun 15, 1998 to Feb 13, 2026
Jun 15, 1998 to Feb 13, 2026
News Impact Curve
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