GrainCorp Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:58.74% (-3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 10.16 | |
| 0.1563 | 20.10 | |
| 0.9738 | 462.63 | |
| -0.0414 | -5.14 |
Estimation Period:
Mar 30, 1998 to Jan 30, 2026
Mar 30, 1998 to Jan 30, 2026
News Impact Curve
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