Chorus Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.52% (+12.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6498 | 16.91 | |
| 0.1920 | 8.65 | |
| 0.6104 | 40.14 | |
| -0.0502 | -1.54 |
Estimation Period:
Nov 21, 2011 to Feb 6, 2026
Nov 21, 2011 to Feb 6, 2026
News Impact Curve
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