Aurizon Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.55% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 12.79 | |
| 0.1204 | 17.26 | |
| 0.9726 | 481.48 | |
| -0.0216 | -3.98 |
Estimation Period:
Nov 22, 2010 to Jan 30, 2026
Nov 22, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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