The Agency Group Australia Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:116.07% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4813 | 7.03 | |
| 0.0385 | 6.15 | |
| 0.9515 | 367.79 | |
| 0.0074 | 0.64 |
Estimation Period:
Dec 18, 2007 to Feb 13, 2026
Dec 18, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other The Agency Group Australia Limited Analyses
Other GJR-GARCH Analyses on International Equities