Codan Ltd/Australia GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.11% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1772 | 24.86 | |
| 0.1848 | 24.25 | |
| 0.6972 | 73.70 |
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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