GrainCorp Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:43.77% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0740 | 11.08 | |
| 0.0701 | 17.15 | |
| 0.9146 | 177.32 |
Estimation Period:
Mar 30, 1998 to Feb 20, 2026
Mar 30, 1998 to Feb 20, 2026
News Impact Curve
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