ALS Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.35% (+6.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 20.14 | |
| 0.0461 | 18.49 | |
| 0.9037 | 337.95 | |
| 0.0524 | 7.52 |
Estimation Period:
Jan 24, 1990 to Feb 6, 2026
Jan 24, 1990 to Feb 6, 2026
News Impact Curve
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