GrainCorp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:79.87% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0702 | 13.78 | |
| 0.0335 | 10.00 | |
| 0.9142 | 226.46 | |
| 0.0802 | 10.68 |
Estimation Period:
Mar 30, 1998 to Jan 30, 2026
Mar 30, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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