Insurance Australia Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.94% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1698 | 19.29 | |
| 0.0385 | 11.33 | |
| 0.8549 | 179.18 | |
| 0.0772 | 9.10 |
Estimation Period:
Aug 8, 2000 to Feb 6, 2026
Aug 8, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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