Iris Metals Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:119.57% (+7.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4466 | 4.74 | |
| 0.1175 | 5.97 | |
| 0.8496 | 63.52 | |
| -0.0204 | -0.85 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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