GrainCorp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.01% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1160 | 16.43 | |
| 0.0919 | 22.74 | |
| 0.8809 | 184.17 | |
| 0.3058 | 4.92 |
Estimation Period:
Mar 30, 1998 to Feb 6, 2026
Mar 30, 1998 to Feb 6, 2026
News Impact Curve
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