Australian Finance Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.81% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3611 | 10.91 | |
| 0.0549 | 7.65 | |
| 0.8638 | 93.25 | |
| 0.0558 | 3.79 |
Estimation Period:
May 22, 2015 to Feb 6, 2026
May 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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