Lend Lease Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:21.06% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 17.78 | |
| 0.0415 | 11.45 | |
| 0.9135 | 329.06 | |
| 0.0417 | 6.41 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Lend Lease Group Analyses
Other GJR-GARCH Analyses on Units