Lachlan Star Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.81% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9495 | 4.00 | |
| 0.0717 | 6.92 | |
| 0.8630 | 39.17 | |
| 0.2571 | 2.83 | |
| -0.3199 | -2.51 | |
| 0.1186 | 1.28 | |
| -0.1217 | -0.96 | |
| 0.2630 | 1.73 | |
| -0.5454 | -5.50 | |
| 0.6690 | 9.24 | |
| -0.5404 | -5.84 | |
| 0.3567 | 3.59 | |
| -0.3436 | -2.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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