Humm Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.60% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2340 | 12.65 | |
| 0.0575 | 12.72 | |
| 0.9028 | 204.30 | |
| 0.0477 | 5.12 |
Estimation Period:
Dec 12, 2006 to Feb 6, 2026
Dec 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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