ANZ Group Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.16% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 5.61 | |
| 0.0806 | 27.99 | |
| 0.9931 | 1,362.32 | |
| -0.0339 | -10.06 |
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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