Nick Scali Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.00% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4809 | 15.56 | |
| 0.8049 | 4.59 | |
| 0.1030 | 2.33 | |
| -0.6654 | -3.27 |
Estimation Period:
Oct 23, 2024 to Feb 6, 2026
Oct 23, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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