Downer EDI Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.45% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0233 | 3.98 | |
| 0.7216 | 36.54 | |
| 0.0836 | 7.87 | |
| 0.0440 | 0.44 | |
| 0.0160 | 0.75 | |
| 0.9762 | 27.99 |
Estimation Period:
Jan 4, 1996 to Jan 30, 2026
Jan 4, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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