Endeavour Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.63% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6596 | 8.56 | |
| 0.1893 | 3.85 | |
| 0.5829 | 11.43 | |
| -0.1504 | -3.06 |
Estimation Period:
Jun 24, 2021 to Feb 6, 2026
Jun 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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