Aurizon Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.52% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1220 | 16.10 | |
| 0.0811 | 9.05 | |
| 0.8581 | 136.81 | |
| -0.0024 | -0.21 |
Estimation Period:
Nov 22, 2010 to Feb 13, 2026
Nov 22, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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