Southern Cross Media Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.85% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1746 | 14.65 | |
| 0.0464 | 12.81 | |
| 0.9187 | 272.95 | |
| 0.0288 | 4.15 |
Estimation Period:
Nov 9, 2006 to Jan 30, 2026
Nov 9, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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