PolyNovo Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:76.74% (-5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4512 | 16.69 | |
| 0.1246 | 18.65 | |
| 0.8117 | 118.86 | |
| 0.0286 | 2.78 |
Estimation Period:
Nov 26, 1998 to Feb 13, 2026
Nov 26, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities