Challenger Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.04% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 13.99 | |
| 0.0380 | 9.70 | |
| 0.9378 | 287.41 | |
| 0.0293 | 5.36 |
Estimation Period:
Dec 10, 1997 to Feb 6, 2026
Dec 10, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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