Future Generation Australia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.63% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 13.42 | |
| 0.1127 | 12.59 | |
| 0.8654 | 258.02 | |
| 0.0417 | 3.07 |
Estimation Period:
Mar 6, 1997 to Feb 6, 2026
Mar 6, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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