Gentrack Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.21% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1518 | 10.35 | |
| 0.0742 | 6.48 | |
| 0.6604 | 27.25 | |
| 0.1542 | 4.39 |
Estimation Period:
Jun 25, 2014 to Feb 5, 2026
Jun 25, 2014 to Feb 5, 2026
News Impact Curve
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