a2 Milk Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.97% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 10.50 | |
| 0.0146 | 8.62 | |
| 0.9806 | 1,016.19 | |
| 0.0009 | 0.34 |
Estimation Period:
Apr 22, 2004 to Feb 13, 2026
Apr 22, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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