Abrdn Australia Equity Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.90% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 10.55 | |
| 0.2266 | 43.62 | |
| 0.9629 | 411.49 | |
| -0.0630 | -12.68 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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