Wesfarmers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.97% (+18.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0999 | 24.28 | |
| 0.0994 | 18.79 | |
| 0.8438 | 203.72 | |
| 0.0204 | 2.46 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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