Djerriwarrh Investments Ltd/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.88% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7755 | 10.26 | |
| 0.0952 | 8.71 | |
| 0.8580 | 57.91 | |
| -0.0028 | -4.03 |
Estimation Period:
Jun 28, 1995 to Feb 6, 2026
Jun 28, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Djerriwarrh Investments Ltd/Fund Analyses
Other Spline-GARCH Analyses on Closed-end Funds