Downer EDI Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.14% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 5.57 | |
| 0.0009 | 0.81 | |
| 0.9831 | 902.76 | |
| 0.0224 | 13.46 |
Estimation Period:
Jan 4, 1996 to Feb 13, 2026
Jan 4, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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