Metcash Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.51% (+5.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 17.16 | |
| 0.1816 | 24.34 | |
| 0.9835 | 827.89 | |
| -0.0065 | -0.88 |
Estimation Period:
Jun 17, 1994 to Feb 6, 2026
Jun 17, 1994 to Feb 6, 2026
News Impact Curve
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