Codan Ltd/Australia AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.42% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1864 | 23.31 | |
| 0.1873 | 24.71 | |
| 0.6924 | 72.55 | |
| 0.3445 | 3.98 |
Estimation Period:
Nov 27, 2003 to Feb 13, 2026
Nov 27, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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