Brambles Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.54% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0837 | 17.04 | |
| 0.0373 | 15.84 | |
| 0.9078 | 280.09 | |
| 0.0452 | 6.30 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities