Lend Lease Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.68% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 17.75 | |
| 0.0407 | 11.41 | |
| 0.9144 | 332.65 | |
| 0.0419 | 6.53 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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