Future Generation Australia Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.58% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6977 | 3.81 | |
| 0.1316 | 6.77 | |
| 0.8441 | 45.63 | |
| -0.0658 | -2.08 | |
| 0.1302 | 2.84 | |
| -0.1489 | -3.66 | |
| 0.1326 | 2.40 | |
| -0.0361 | -0.60 | |
| -0.0422 | -0.63 |
Estimation Period:
Mar 6, 1997 to Feb 6, 2026
Mar 6, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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