Civmec Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.97% (+12.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6889 | 8.17 | |
| 0.0478 | 4.51 | |
| 0.8389 | 53.16 | |
| 0.0599 | 2.46 |
Estimation Period:
Aug 6, 2018 to Feb 6, 2026
Aug 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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