GWA Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:48.18% (+13.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4591 | 15.38 | |
| 0.1271 | 13.29 | |
| 0.7877 | 104.87 | |
| -0.0405 | -2.80 |
Estimation Period:
May 20, 1993 to Feb 20, 2026
May 20, 1993 to Feb 20, 2026
News Impact Curve
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