Downer EDI Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.48% (+11.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0230 | 3.92 | |
| 0.7233 | 36.53 | |
| 0.0829 | 7.81 | |
| 0.0453 | 0.44 | |
| 0.0160 | 0.74 | |
| 0.9759 | 27.35 |
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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