Bega Cheese Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.89% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6115 | 16.05 | |
| 0.1584 | 9.17 | |
| 0.4063 | 14.29 | |
| 0.0238 | 0.89 |
Estimation Period:
Aug 19, 2011 to Feb 6, 2026
Aug 19, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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