Mayne Pharma Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:90.22% (+26.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0092 | 10.87 | |
| 0.1086 | 9.28 | |
| 0.8511 | 115.91 | |
| 0.0118 | 0.59 |
Estimation Period:
Jul 3, 2007 to Feb 13, 2026
Jul 3, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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