Australian Agricultural Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.22% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2083 | 16.89 | |
| 0.0810 | 16.11 | |
| 0.8623 | 162.95 | |
| 0.0169 | 2.03 |
Estimation Period:
Aug 10, 2001 to Feb 6, 2026
Aug 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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