Myer Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.49% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 1.53 | |
| 0.0016 | 1.80 | |
| 0.9918 | 1,439.43 | |
| 0.0125 | 7.94 |
Estimation Period:
Nov 2, 2009 to Feb 13, 2026
Nov 2, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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