Magellan Financial Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.49% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 9.99 | |
| 0.0190 | 10.71 | |
| 0.9586 | 460.40 | |
| 0.0283 | 7.04 |
Estimation Period:
Jul 1, 2004 to Feb 6, 2026
Jul 1, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Magellan Financial Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities