Codan Ltd/Australia EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:49.33% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2729 | 18.35 | |
| 0.2946 | 27.92 | |
| 0.8837 | 131.82 | |
| -0.0453 | -4.86 |
Estimation Period:
Nov 27, 2003 to Feb 6, 2026
Nov 27, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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