Ashtrom Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.82% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1096 | 14.88 | |
| 0.0419 | 10.90 | |
| 0.8901 | 205.85 | |
| 0.0908 | 9.00 |
Estimation Period:
Aug 25, 2014 to Feb 13, 2026
Aug 25, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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