IDT Australia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.75% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5951 | 2.65 | |
| 0.1439 | 5.88 | |
| 0.6434 | 11.65 | |
| -0.0011 | -0.01 | |
| -0.0077 | -0.04 | |
| 0.0638 | 0.65 | |
| -0.0424 | -0.57 | |
| 0.0119 | 0.19 | |
| -0.1121 | -1.96 | |
| 0.1717 | 3.00 | |
| -0.1742 | -2.70 | |
| 0.1345 | 2.68 |
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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