Insurance Australia Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.18% (+20.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0375 | 8.09 | |
| 0.7463 | 46.60 | |
| 0.0927 | 12.83 | |
| 0.0378 | 0.97 | |
| 0.0262 | 1.17 | |
| 0.9581 | 26.04 |
Estimation Period:
Aug 8, 2000 to Feb 6, 2026
Aug 8, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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