Atlas Arteria Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.65% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2735 | 11.03 | |
| 0.0511 | 10.75 | |
| 0.8284 | 101.77 | |
| 0.0674 | 5.19 |
Estimation Period:
Jan 26, 2010 to Feb 20, 2026
Jan 26, 2010 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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