Endeavour Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.31% (-5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8248 | 18.53 | |
| 0.4547 | 12.73 | |
| 0.3209 | 13.11 | |
| -0.3786 | -8.58 |
Estimation Period:
Jun 25, 2021 to Feb 13, 2026
Jun 25, 2021 to Feb 13, 2026
News Impact Curve
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