Aurizon Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.95% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 13.45 | |
| 0.1263 | 18.17 | |
| 0.9703 | 451.29 | |
| -0.0215 | -3.93 |
Estimation Period:
Nov 22, 2010 to Feb 20, 2026
Nov 22, 2010 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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