Australian Vintage Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.26% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 9.06 | |
| 0.0997 | 15.51 | |
| 0.9884 | 884.83 | |
| -0.0304 | -7.20 |
Estimation Period:
Mar 26, 1992 to Feb 13, 2026
Mar 26, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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