Monadelphous Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.71% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1032 | 16.50 | |
| 0.0435 | 16.34 | |
| 0.9248 | 375.31 | |
| 0.0297 | 5.30 |
Estimation Period:
Jan 11, 1996 to Jan 30, 2026
Jan 11, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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