Suncorp Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.89% (+8.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 16.49 | |
| 0.2304 | 36.20 | |
| 0.9532 | 357.28 | |
| -0.0339 | -5.29 |
Estimation Period:
May 18, 1990 to Feb 6, 2026
May 18, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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