Australian Foundation Investment Co Ltd/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.28% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 21.34 | |
| 0.1314 | 27.89 | |
| 0.8767 | 421.70 | |
| -0.0229 | -3.13 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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