Charter Hall Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:24.34% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 15.96 | |
| 0.0330 | 14.17 | |
| 0.9489 | 539.17 | |
| 0.0300 | 6.53 |
Estimation Period:
Jun 13, 2005 to Dec 5, 2025
Jun 13, 2005 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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