CSL Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.27% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0856 | 8.77 | |
| 0.3330 | 14.49 | |
| 0.1000 | 9.09 | |
| 0.5851 | 0.81 | |
| 0.8249 | 2.24 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1994 to Feb 6, 2026
May 30, 1994 to Feb 6, 2026
News Impact Curve
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