Myer Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.32% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 1.48 | |
| 0.0015 | 1.67 | |
| 0.9919 | 1,460.81 | |
| 0.0126 | 8.00 |
Estimation Period:
Nov 2, 2009 to Feb 6, 2026
Nov 2, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Myer Holdings Ltd Analyses
Other GJR-GARCH Analyses on International Equities