Compumedics Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.42% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3633 | 10.40 | |
| 0.0250 | 13.71 | |
| 0.9502 | 459.72 | |
| 0.0326 | 6.81 |
Estimation Period:
Dec 21, 2000 to Feb 6, 2026
Dec 21, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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