Austin Engineering Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.30% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 6.18 | |
| 0.0922 | 20.77 | |
| 0.9901 | 699.74 | |
| -0.0437 | -9.76 |
Estimation Period:
Mar 9, 2004 to Feb 13, 2026
Mar 9, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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