IDT Australia Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:56.33% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2780 | 14.37 | |
| 0.0735 | 24.19 | |
| 0.9179 | 294.76 |
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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