Commonwealth Bank of Australia GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.88% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 22.13 | |
| 0.0911 | 38.33 | |
| 0.8783 | 301.22 |
Estimation Period:
Sep 16, 1991 to Feb 13, 2026
Sep 16, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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