Charter Hall Social GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.16% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1060 | 11.76 | |
| 0.2045 | 6.14 | |
| 0.5005 | 13.61 | |
| -0.0849 | -1.98 |
Estimation Period:
Jun 24, 2022 to Feb 13, 2026
Jun 24, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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