GrainCorp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.92% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 8.04 | |
| 0.1385 | 18.20 | |
| 0.9789 | 461.31 | |
| -0.0454 | -5.69 |
Estimation Period:
Mar 30, 1998 to Feb 6, 2026
Mar 30, 1998 to Feb 6, 2026
News Impact Curve
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