Monadelphous Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.72% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1030 | 16.50 | |
| 0.0433 | 16.33 | |
| 0.9249 | 376.30 | |
| 0.0297 | 5.30 |
Estimation Period:
Jan 11, 1996 to Feb 20, 2026
Jan 11, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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