Netwealth Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.67% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9164 | 15.41 | |
| 0.0732 | 7.52 | |
| 0.7645 | 62.03 | |
| 0.0396 | 2.10 |
Estimation Period:
Nov 20, 2017 to Feb 13, 2026
Nov 20, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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