CSL Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.58% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 8.51 | |
| 0.0268 | 19.07 | |
| 0.9686 | 493.43 |
Estimation Period:
May 30, 1994 to Feb 6, 2026
May 30, 1994 to Feb 6, 2026
News Impact Curve
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