Insurance Australia Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.02% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8938 | 6.55 | |
| 0.0861 | 4.86 | |
| 0.7425 | 14.81 | |
| -0.1397 | -1.80 | |
| 0.2739 | 2.47 | |
| -0.2753 | -4.74 | |
| 0.2301 | 4.88 | |
| -0.1313 | -2.78 | |
| 0.1017 | 1.95 | |
| -0.1336 | -2.24 | |
| 0.1892 | 2.72 |
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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