Iris Metals Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
104.70%
decreased by 5.25%
1 Week
105.95%
decreased by 4.00%
1 Month
109.64%
decreased by 0.31%
Analysis last updated: Friday, June 12, 2026 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4341 | 4.76 | |
| 0.1100 | 6.10 | |
| 0.8513 | 64.19 | |
| -0.0095 | -0.43 |
Estimation Period:
Sep 23, 2021 to Jun 5, 2026
Sep 23, 2021 to Jun 5, 2026
Other Iris Metals Ltd Analyses
Other GJR-GARCH Analyses on International Equities