Aristocrat Leisure Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.33% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 8.79 | |
| 0.0159 | 10.64 | |
| 0.9652 | 475.24 | |
| 0.0271 | 8.02 |
Estimation Period:
Jul 9, 1996 to Feb 13, 2026
Jul 9, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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