CSL Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.11% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 6.16 | |
| 0.0818 | 22.55 | |
| 0.9909 | 963.02 | |
| -0.0270 | -6.80 |
Estimation Period:
May 30, 1994 to Feb 6, 2026
May 30, 1994 to Feb 6, 2026
News Impact Curve
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