Wavelock Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.62% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2140 | 8.71 | |
| 0.0861 | 16.25 | |
| 0.8727 | 153.99 | |
| 0.0404 | 2.68 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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