ARB Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.48% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 9.00 | |
| 0.0688 | 19.69 | |
| 0.9968 | 1,655.82 | |
| -0.0180 | -5.62 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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