IDT Australia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.04% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2618 | 13.73 | |
| 0.0643 | 15.28 | |
| 0.9195 | 301.27 | |
| 0.0176 | 2.16 |
Estimation Period:
Oct 11, 1991 to Feb 6, 2026
Oct 11, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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