Charter Hall Social EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.64% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2217 | 8.65 | |
| 0.2504 | 12.42 | |
| 0.8146 | 39.86 | |
| 0.0622 | 3.31 |
Estimation Period:
Jun 24, 2022 to Feb 13, 2026
Jun 24, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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