ALS Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.96% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 20.08 | |
| 0.0457 | 18.49 | |
| 0.9043 | 340.46 | |
| 0.0523 | 7.55 |
Estimation Period:
Jan 24, 1990 to Feb 20, 2026
Jan 24, 1990 to Feb 20, 2026
News Impact Curve
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