Mirrabooka Investments Ltd/fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.25% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0976 | 19.99 | |
| 0.1192 | 21.42 | |
| 0.8547 | 216.11 | |
| -0.0124 | -1.33 |
Estimation Period:
Jul 19, 2001 to Feb 6, 2026
Jul 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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