Chorus Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.22% (-9.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4588 | 10.17 | |
| 0.2724 | 6.77 | |
| 0.3739 | 11.05 | |
| -0.2207 | -4.21 |
Estimation Period:
Sep 23, 2019 to Feb 6, 2026
Sep 23, 2019 to Feb 6, 2026
News Impact Curve
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