IGO Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.63% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1269 | 14.34 | |
| 0.0301 | 8.16 | |
| 0.9497 | 525.84 | |
| 0.0151 | 2.33 |
Estimation Period:
Jan 17, 2002 to Feb 13, 2026
Jan 17, 2002 to Feb 13, 2026
News Impact Curve
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