ALS Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.15% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 20.22 | |
| 0.0463 | 18.48 | |
| 0.9032 | 337.14 | |
| 0.0526 | 7.52 |
Estimation Period:
Jan 24, 1990 to Feb 13, 2026
Jan 24, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities