Treasury Wine Estates Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.21% (-10.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4636 | 22.35 | |
| 0.1982 | 14.27 | |
| 0.4468 | 20.43 | |
| 0.1079 | 1.16 |
Estimation Period:
May 10, 2011 to Feb 6, 2026
May 10, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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