Treasury Wine Estates Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.08% (-6.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4588 | 20.44 | |
| 0.1971 | 13.64 | |
| 0.4489 | 18.62 |
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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