Metcash Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.11% (+8.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0775 | 17.30 | |
| 0.0924 | 15.62 | |
| 0.8880 | 262.81 | |
| 0.0176 | 2.05 |
Estimation Period:
Jun 17, 1994 to Feb 6, 2026
Jun 17, 1994 to Feb 6, 2026
News Impact Curve
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