Downer EDI Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.13% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 1.81 | |
| 0.0305 | 10.69 | |
| 0.9969 | 730.89 | |
| -0.0453 | -17.74 |
Estimation Period:
Jan 4, 1996 to Feb 6, 2026
Jan 4, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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