Ampol Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.05% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1605 | 18.08 | |
| 0.0640 | 16.76 | |
| 0.8892 | 231.61 | |
| 0.0199 | 3.12 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities