Charter Hall Social GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.20% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 4.46 | |
| 0.0059 | 5.20 | |
| 0.9666 | 701.96 | |
| 0.0475 | 12.34 |
Estimation Period:
Jun 2, 2003 to Feb 13, 2026
Jun 2, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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