Praemium Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.03% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3831 | 5.09 | |
| 0.0017 | 0.67 | |
| 0.9421 | 331.83 | |
| 0.0775 | 10.24 |
Estimation Period:
May 11, 2006 to Feb 6, 2026
May 11, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities