Contact Energy Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.70% (-14.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2878 | 20.69 | |
| 0.2194 | 11.30 | |
| 0.4538 | 21.97 | |
| 0.0249 | 0.72 |
Estimation Period:
Sep 25, 2015 to Feb 6, 2026
Sep 25, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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