Perpetual Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.26% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1278 | 13.58 | |
| 0.0403 | 8.77 | |
| 0.9142 | 244.12 | |
| 0.0351 | 4.15 |
Estimation Period:
Feb 21, 2011 to Feb 6, 2026
Feb 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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