Challenger Ltd/Australia AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.74% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1486 | 22.07 | |
| 0.0867 | 29.80 | |
| 0.8850 | 358.60 | |
| 0.4739 | 9.50 |
Estimation Period:
Dec 10, 1997 to Feb 13, 2026
Dec 10, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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