Australian Vintage Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.54% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1139 | 12.31 | |
| 0.0619 | 16.81 | |
| 0.9238 | 205.75 |
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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