Djerriwarrh Investments Ltd/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.75% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 22.90 | |
| 0.1024 | 17.97 | |
| 0.8833 | 314.34 | |
| -0.0239 | -2.72 |
Estimation Period:
Jun 28, 1995 to Feb 13, 2026
Jun 28, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Djerriwarrh Investments Ltd/Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds