The a2 Milk Company Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.58% (-3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8717 | 16.32 | |
| 0.3078 | 8.82 | |
| 0.3173 | 10.10 | |
| -0.2356 | -6.24 |
Estimation Period:
Mar 31, 2015 to Feb 6, 2026
Mar 31, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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