Insurance Australia Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.04% (+14.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9123 | 6.46 | |
| 0.0857 | 4.96 | |
| 0.7562 | 16.13 | |
| -0.1298 | -1.62 | |
| 0.2568 | 2.24 | |
| -0.2609 | -4.37 | |
| 0.2154 | 4.46 | |
| -0.1141 | -2.38 | |
| 0.0737 | 1.43 | |
| -0.0746 | -1.32 | |
| 0.0413 | 0.86 |
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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