Downer EDI Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.39% (+9.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7662 | 8.44 | |
| 0.0807 | 5.10 | |
| 0.6676 | 9.58 | |
| -0.1539 | -2.38 | |
| 0.2987 | 2.65 | |
| -0.1401 | -1.29 | |
| -0.0828 | -0.84 | |
| 0.1279 | 1.94 | |
| -0.1098 | -1.74 | |
| 0.1880 | 2.67 | |
| -0.2635 | -3.90 | |
| 0.1945 | 3.95 |
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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