Charter Hall Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.46% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 16.03 | |
| 0.0331 | 14.26 | |
| 0.9485 | 537.11 | |
| 0.0305 | 6.66 |
Estimation Period:
Jun 13, 2005 to Feb 20, 2026
Jun 13, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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