Papyrus Australia Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:145.21% (+12.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6289 | 6.50 | |
| 0.0558 | 12.49 | |
| 0.9178 | 337.42 | |
| 0.0529 | 5.28 |
Estimation Period:
Apr 15, 2005 to Feb 6, 2026
Apr 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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