Worley Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.22% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2152 | 19.17 | |
| 0.0393 | 12.02 | |
| 0.8755 | 221.82 | |
| 0.1200 | 13.33 |
Estimation Period:
Nov 28, 2002 to Feb 13, 2026
Nov 28, 2002 to Feb 13, 2026
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