Immuron Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:93.97% (+9.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3835 | 13.62 | |
| 0.0738 | 14.92 | |
| 0.8770 | 172.43 | |
| 0.0504 | 4.84 |
Estimation Period:
Apr 30, 1999 to Feb 13, 2026
Apr 30, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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