GWA Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.57% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4232 | 14.81 | |
| 0.1201 | 13.05 | |
| 0.8013 | 112.13 | |
| -0.0383 | -2.74 |
Estimation Period:
May 20, 1993 to Feb 13, 2026
May 20, 1993 to Feb 13, 2026
News Impact Curve
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