Aurizon Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.96% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1222 | 16.11 | |
| 0.0814 | 9.06 | |
| 0.8578 | 136.66 | |
| -0.0025 | -0.21 |
Estimation Period:
Nov 22, 2010 to Feb 6, 2026
Nov 22, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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