Charter Hall Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.74% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 15.85 | |
| 0.0327 | 14.23 | |
| 0.9493 | 543.40 | |
| 0.0297 | 6.57 |
Estimation Period:
Jun 13, 2005 to Feb 6, 2026
Jun 13, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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