Tabcorp Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.02% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 24.31 | |
| 0.1061 | 14.04 | |
| 0.8599 | 236.75 | |
| 0.0152 | 1.47 |
Estimation Period:
Aug 15, 1994 to Feb 20, 2026
Aug 15, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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