Perpetual Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.80% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 13.98 | |
| 0.0428 | 15.62 | |
| 0.9467 | 364.53 | |
| -0.0038 | -0.70 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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