Aub Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.14% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 3.56 | |
| 0.0488 | 3.05 | |
| 0.9421 | 85.07 | |
| -0.0270 | -1.14 |
Estimation Period:
May 19, 2022 to Feb 13, 2026
May 19, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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