Australian Pacific Coal Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 30th, 2025:153.04% (-6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6764 | 11.58 | |
| 0.0547 | 12.89 | |
| 0.9033 | 252.47 | |
| 0.0584 | 5.33 |
Estimation Period:
Dec 17, 1999 to Sep 26, 2025
Dec 17, 1999 to Sep 26, 2025
News Impact Curve
Volatility Forecasts
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