ANZ Group Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.37% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0625 | 7.04 | |
| 0.0428 | 6.21 | |
| 0.9482 | 115.41 | |
| 0.0028 | 1.65 |
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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