Magellan Financial Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.80% (+6.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 3.57 | |
| 0.1190 | 8.11 | |
| 0.8739 | 224.93 | |
| 0.0143 | 0.46 |
Estimation Period:
Aug 14, 2019 to Feb 6, 2026
Aug 14, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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