Coles Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.41% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1992 | 16.43 | |
| 0.1267 | 10.01 | |
| 0.7096 | 50.11 | |
| 0.0697 | 2.73 |
Estimation Period:
Nov 21, 2018 to Feb 6, 2026
Nov 21, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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