AMA Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.16% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 7.05 | |
| 0.0204 | 9.85 | |
| 0.9549 | 536.45 | |
| 0.0481 | 11.04 |
Estimation Period:
Aug 31, 2006 to Feb 13, 2026
Aug 31, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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