Australian Vintage Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.82% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0796 | 7.92 | |
| 0.0634 | 17.36 | |
| 0.9226 | 212.13 | |
| 0.7205 | 5.98 |
Estimation Period:
Mar 26, 1992 to Feb 13, 2026
Mar 26, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Australian Vintage Ltd Analyses
Other AGARCH Analyses on International Equities