IDT Australia Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.64% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 14.29 | |
| 0.1217 | 26.03 | |
| 0.9900 | 1,039.88 | |
| -0.0133 | -2.27 |
Estimation Period:
Oct 11, 1991 to Feb 6, 2026
Oct 11, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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