Gumtree Australia Markets Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:78.95% (-7.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.28 | |
| 0.1761 | 7.73 | |
| 0.6704 | 28.42 | |
| -0.0672 | -2.06 |
Estimation Period:
Sep 15, 2016 to Jan 30, 2026
Sep 15, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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