Australian Unity Office Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.93% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3546 | 9.63 | |
| 0.4716 | 5.79 | |
| 0.6598 | 43.67 | |
| -0.3271 | -3.37 |
Estimation Period:
Jun 20, 2016 to Feb 13, 2026
Jun 20, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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