Lend Lease Group GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
46.16%
decreased by 1.74%
1 Week
45.47%
decreased by 2.43%
1 Month
43.02%
decreased by 4.88%
Analysis last updated: Saturday, June 6, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 17.76 | |
| 0.0395 | 11.29 | |
| 0.9150 | 341.18 | |
| 0.0440 | 6.96 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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