Ausnutria Dairy Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.83% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2799 | 10.22 | |
| 0.0661 | 11.77 | |
| 0.8768 | 131.67 | |
| 0.0550 | 4.75 |
Estimation Period:
Oct 8, 2009 to Feb 6, 2026
Oct 8, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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