ABx Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.85% (-3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3469 | 15.55 | |
| 0.0803 | 10.46 | |
| 0.7082 | 48.52 | |
| 0.0746 | 3.32 |
Estimation Period:
Dec 28, 2009 to Feb 13, 2026
Dec 28, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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