Challenger Ltd/Australia Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.87% (+8.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4463 | 6.88 | |
| 0.0784 | 6.45 | |
| 0.8813 | 56.24 | |
| -0.0522 | -1.25 | |
| 0.1441 | 2.14 | |
| -0.1486 | -3.04 | |
| 0.0503 | 1.31 | |
| 0.0833 | 1.84 | |
| -0.1707 | -2.50 | |
| 0.1373 | 1.57 |
Estimation Period:
Dec 10, 1997 to Feb 6, 2026
Dec 10, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Challenger Ltd/Australia Analyses
Other Spline-GARCH Analyses on International Equities