Sonic Healthcare Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.87% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 21.09 | |
| 0.2080 | 32.05 | |
| 0.9489 | 369.93 | |
| -0.0283 | -4.47 |
Estimation Period:
Jan 2, 1996 to Jan 30, 2026
Jan 2, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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