Woolworths Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.21% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 20.80 | |
| 0.1077 | 14.85 | |
| 0.8731 | 198.53 | |
| -0.0321 | -3.82 |
Estimation Period:
Jul 12, 1993 to Jan 30, 2026
Jul 12, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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