Downer EDI Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.71% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 1.85 | |
| 0.0306 | 10.79 | |
| 0.9971 | 764.05 | |
| -0.0452 | -17.73 |
Estimation Period:
Jan 4, 1996 to Jan 30, 2026
Jan 4, 1996 to Jan 30, 2026
News Impact Curve
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