Woolworths Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.16% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 20.65 | |
| 0.1063 | 14.83 | |
| 0.8749 | 200.62 | |
| -0.0316 | -3.81 |
Estimation Period:
Jul 12, 1993 to Feb 20, 2026
Jul 12, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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