Alexander Forbes Group Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.50% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 5.47 | |
| 0.0096 | 5.34 | |
| 0.9591 | 387.36 | |
| 0.0479 | 9.84 |
Estimation Period:
Jul 24, 2014 to Feb 6, 2026
Jul 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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