Latrobe Magnesium Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:111.05% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3635 | 6.79 | |
| 0.0350 | 11.46 | |
| 0.9343 | 479.86 | |
| 0.0614 | 7.80 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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