Elspec Engineering Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:57.87% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1935 | 10.22 | |
| 0.0405 | 10.33 | |
| 0.9342 | 229.88 | |
| -0.0022 | -0.44 |
Estimation Period:
Mar 1, 2006 to Feb 6, 2026
Mar 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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