AUB Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.14% (+3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5298 | 15.55 | |
| 0.2805 | 31.04 | |
| 0.5317 | 19.00 | |
| -0.0278 | -2.24 |
Estimation Period:
Nov 16, 2005 to Feb 13, 2026
Nov 16, 2005 to Feb 13, 2026
News Impact Curve
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