Automotive Axles Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.07% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 11.55 | |
| 0.0314 | 15.82 | |
| 0.9555 | 585.46 | |
| 0.0180 | 4.52 |
Estimation Period:
Oct 9, 1995 to Feb 13, 2026
Oct 9, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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