Gentrack Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.10% (+14.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9564 | 11.17 | |
| 0.1029 | 7.75 | |
| 0.5338 | 18.98 | |
| 0.2604 | 5.16 |
Estimation Period:
Jun 25, 2014 to Feb 6, 2026
Jun 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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