Imdex Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.47% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5383 | 17.77 | |
| 0.0461 | 14.58 | |
| 0.8769 | 209.84 | |
| 0.0870 | 10.17 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities