Metcash Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.99% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0774 | 17.31 | |
| 0.0923 | 15.62 | |
| 0.8881 | 263.23 | |
| 0.0175 | 2.05 |
Estimation Period:
Jun 17, 1994 to Feb 13, 2026
Jun 17, 1994 to Feb 13, 2026
News Impact Curve
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