Sonic Healthcare Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.79% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1958 | 22.68 | |
| 0.0950 | 19.89 | |
| 0.8220 | 179.75 | |
| 0.0437 | 4.65 |
Estimation Period:
Jan 2, 1996 to Feb 20, 2026
Jan 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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