Aurizon Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.81% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1190 | 16.16 | |
| 0.0791 | 9.23 | |
| 0.8618 | 142.56 | |
| -0.0012 | -0.11 |
Estimation Period:
Nov 22, 2010 to Feb 20, 2026
Nov 22, 2010 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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