CSL Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.67% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 8.44 | |
| 0.0118 | 10.69 | |
| 0.9678 | 490.76 | |
| 0.0314 | 11.22 |
Estimation Period:
May 30, 1994 to Feb 13, 2026
May 30, 1994 to Feb 13, 2026
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