GWA Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.85% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4286 | 14.86 | |
| 0.1211 | 13.06 | |
| 0.7993 | 110.72 | |
| -0.0388 | -2.75 |
Estimation Period:
May 20, 1993 to Feb 6, 2026
May 20, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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