Australian Ethical Investment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.44% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1977 | 15.43 | |
| 0.0933 | 13.64 | |
| 0.8900 | 254.87 | |
| 0.0041 | 0.36 |
Estimation Period:
Dec 17, 2002 to Feb 6, 2026
Dec 17, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Australian Ethical Investment Ltd Analyses
Other GJR-GARCH Analyses on International Equities