Challenger Ltd/Australia EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.18% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 14.78 | |
| 0.1209 | 19.37 | |
| 0.9891 | 1,327.68 | |
| -0.0249 | -6.34 |
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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