Justin Allen Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.89% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1567 | 16.25 | |
| 0.2745 | 7.52 | |
| 0.6995 | 52.61 | |
| -0.1201 | -2.35 |
Estimation Period:
Nov 28, 2019 to Feb 13, 2026
Nov 28, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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