Contact Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.11% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 11.04 | |
| 0.0366 | 14.96 | |
| 0.9537 | 472.12 | |
| 0.0004 | 0.09 |
Estimation Period:
May 11, 1999 to Feb 5, 2026
May 11, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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