Acc Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.82% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1590 | 18.59 | |
| 0.0798 | 14.11 | |
| 0.8585 | 191.96 | |
| 0.0557 | 5.53 |
Estimation Period:
Jan 24, 2000 to Feb 6, 2026
Jan 24, 2000 to Feb 6, 2026
News Impact Curve
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