Lend Lease Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:37.70% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 17.76 | |
| 0.0401 | 11.35 | |
| 0.9146 | 335.88 | |
| 0.0430 | 6.73 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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