Codan Ltd/Australia MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.82% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1676 | 17.39 | |
| 0.4315 | 21.17 | |
| 0.0252 | 1.55 | |
| 2.8698 | 0.50 | |
| 0.6819 | 0.58 | |
| 0.0000 | 0.00 |
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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