ARB Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.75% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 8.12 | |
| 0.0145 | 9.59 | |
| 0.9697 | 671.57 | |
| 0.0223 | 6.28 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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