V-Lab: Charter Hall Group GJR-GARCH Volatility Analysis

V-Lab

Charter Hall Group GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:31.81% (-0.67%)

Analysis last updated: Sunday, May 11, 2025 at 12:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0207	15.49
$α$	0.0330	14.16
$β$	0.9511	547.24
$γ$	0.0267	5.91

Estimation Period:
Jun 13, 2005 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts