Charter Hall Social EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.05% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 6.48 | |
| 0.0781 | 25.10 | |
| 0.9958 | 1,560.85 | |
| -0.0417 | -11.38 |
Estimation Period:
Jun 2, 2003 to Feb 6, 2026
Jun 2, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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