Civmec Australia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.23% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1220 | 12.66 | |
| 0.0506 | 12.08 | |
| 0.8843 | 171.91 | |
| 0.1017 | 9.43 |
Estimation Period:
Apr 16, 2012 to Feb 6, 2026
Apr 16, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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