Clinuvel Pharmaceuticals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.94% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4493 | 15.53 | |
| 0.0804 | 15.02 | |
| 0.8902 | 221.76 | |
| 0.0174 | 1.78 |
Estimation Period:
Feb 13, 2001 to Feb 13, 2026
Feb 13, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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