Aurora Labs Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:87.81% (-7.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 15.69 | |
| 0.2106 | 12.73 | |
| 0.7134 | 53.34 | |
| -0.0992 | -4.52 |
Estimation Period:
Aug 16, 2016 to Feb 6, 2026
Aug 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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