Abrdn Australia Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.20% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0924 | 18.65 | |
| 0.0705 | 17.17 | |
| 0.8456 | 234.76 | |
| 0.0984 | 10.04 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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