Automotive Axles Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.46% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 12.51 | |
| 0.0670 | 26.28 | |
| 0.9952 | 2,403.84 | |
| -0.0096 | -4.55 |
Estimation Period:
Oct 9, 1995 to Feb 13, 2026
Oct 9, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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