ANZ Group Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.58% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 12.21 | |
| 0.0435 | 29.47 | |
| 0.9457 | 524.51 | |
| 0.3391 | 9.77 |
Estimation Period:
Jul 9, 1999 to Feb 13, 2026
Jul 9, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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