Imdex Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.65% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 9.92 | |
| 0.1164 | 23.78 | |
| 0.9801 | 556.24 | |
| -0.0656 | -12.61 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
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