Marsons Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.50% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5547 | 5.30 | |
| 0.1178 | 19.20 | |
| 0.8323 | 82.11 | |
| 0.0253 | 2.35 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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