Aristocrat Leisure Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.65% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 8.79 | |
| 0.0159 | 10.67 | |
| 0.9656 | 480.86 | |
| 0.0265 | 7.90 |
Estimation Period:
Jul 9, 1996 to Jan 30, 2026
Jul 9, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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