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V-Lab

Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.39% (+9.60%)
Analysis last updated: Saturday, February 7, 2026 at 07:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Downer EDI Ltd S0GARCH
paramt-stat
ω1.76628.44
α0.08075.10
β0.66769.58
γ1-0.1539-2.38
γ20.29872.65
γ3-0.1401-1.29
γ4-0.0828-0.84
γ50.12791.94
γ6-0.1098-1.74
γ70.18802.67
γ8-0.2635-3.90
γ90.19453.95
Estimation Period:
Jan 4, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts