Austal Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:216.44% (+158.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2824 | 21.22 | |
| 0.0909 | 12.40 | |
| 0.6708 | 57.83 | |
| 0.1709 | 8.77 |
Estimation Period:
Dec 8, 1998 to Feb 13, 2026
Dec 8, 1998 to Feb 13, 2026
News Impact Curve
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