Djerriwarrh Investments Ltd/Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.57% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 17.86 | |
| 0.0906 | 37.58 | |
| 0.8832 | 322.55 | |
| -0.2016 | -5.73 |
Estimation Period:
Jun 28, 1995 to Feb 13, 2026
Jun 28, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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