Meridian Energy Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.69% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 8.90 | |
| 0.0450 | 13.86 | |
| 0.9471 | 422.26 | |
| -0.0005 | -0.08 |
Estimation Period:
Oct 29, 2013 to Feb 5, 2026
Oct 29, 2013 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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