Australian United Investment Co Ltd/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.95% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 12.13 | |
| 0.0556 | 16.17 | |
| 0.9455 | 525.28 | |
| -0.0087 | -1.50 |
Estimation Period:
Jul 30, 1990 to Feb 13, 2026
Jul 30, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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