Yancoal Australia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.92% (-10.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1469 | 8.97 | |
| 0.2395 | 6.45 | |
| 0.6862 | 32.03 | |
| -0.1704 | -4.06 |
Estimation Period:
Dec 6, 2018 to Feb 6, 2026
Dec 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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