Wesfarmers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.19% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 24.11 | |
| 0.0981 | 18.58 | |
| 0.8471 | 206.55 | |
| 0.0183 | 2.24 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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