Perpetual Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.65% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1975 | 16.98 | |
| 0.0778 | 24.35 | |
| 0.8789 | 189.10 | |
| 0.2417 | 4.57 |
Estimation Period:
Feb 21, 2011 to Feb 6, 2026
Feb 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Perpetual Ltd Analyses
Other AGARCH Analyses on International Equities