Michael Hill International Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.37% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2386 | 10.23 | |
| 0.0401 | 11.60 | |
| 0.9351 | 167.28 | |
| 0.0001 | 0.02 |
Estimation Period:
Jul 7, 2016 to Feb 6, 2026
Jul 7, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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