Sonic Healthcare Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.33% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 21.53 | |
| 0.2096 | 32.43 | |
| 0.9474 | 365.52 | |
| -0.0314 | -4.98 |
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Jan 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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