Treasury Wine Estates Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.18% (-6.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3634 | 13.84 | |
| 0.3079 | 17.99 | |
| 0.7467 | 41.79 | |
| -0.0627 | -3.45 |
Estimation Period:
May 10, 2011 to Feb 13, 2026
May 10, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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