MPR Australia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:156.23% (-6.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3301 | 10.52 | |
| 0.0554 | 12.94 | |
| 0.9077 | 264.49 | |
| 0.0406 | 3.64 |
Estimation Period:
Jan 9, 1990 to Dec 5, 2025
Jan 9, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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