Treasury Wine Estates Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:41.06% (+6.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2273 | 19.22 | |
| 0.1209 | 9.20 | |
| 0.5282 | 24.67 | |
| 0.1085 | 2.82 |
Estimation Period:
May 10, 2011 to Feb 20, 2026
May 10, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Treasury Wine Estates Ltd Analyses
Other GJR-GARCH Analyses on International Equities