CSL Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.44% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 6.16 | |
| 0.0818 | 22.51 | |
| 0.9909 | 963.01 | |
| -0.0270 | -6.79 |
Estimation Period:
May 30, 1994 to Jan 30, 2026
May 30, 1994 to Jan 30, 2026
News Impact Curve
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