Monadelphous Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.56% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1032 | 16.51 | |
| 0.0434 | 16.35 | |
| 0.9248 | 375.79 | |
| 0.0298 | 5.30 |
Estimation Period:
Jan 11, 1996 to Feb 13, 2026
Jan 11, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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