Djerriwarrh Investments Ltd/Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.04% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 23.81 | |
| 0.1855 | 35.31 | |
| 0.9618 | 566.75 | |
| 0.0098 | 1.55 |
Estimation Period:
Jun 28, 1995 to Feb 6, 2026
Jun 28, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Djerriwarrh Investments Ltd/Fund Analyses
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