Cogstate Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.38% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 1.22 | |
| 0.0394 | 13.79 | |
| 0.9997 | 1,009.81 | |
| -0.0413 | -14.58 |
Estimation Period:
Feb 13, 2004 to Feb 13, 2026
Feb 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities