Woolworths Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.27% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0629 | 20.71 | |
| 0.1069 | 14.84 | |
| 0.8742 | 200.06 | |
| -0.0317 | -3.80 |
Estimation Period:
Jul 12, 1993 to Feb 13, 2026
Jul 12, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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