Rural Funds Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.73% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3569 | 1.47 | |
| 0.0347 | 1.86 | |
| 0.8436 | 9.00 | |
| 0.0080 | 0.14 |
Estimation Period:
Jun 28, 2022 to Feb 13, 2026
Jun 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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