Australian Ethical Inv Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.16% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7673 | 5.84 | |
| 0.0702 | 5.23 | |
| 0.8748 | 57.20 | |
| -0.0268 | -1.42 |
Estimation Period:
Feb 16, 2021 to Feb 6, 2026
Feb 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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