Repco Home Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.53% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4049 | 15.57 | |
| 0.0679 | 8.92 | |
| 0.8530 | 111.87 | |
| 0.0424 | 3.23 |
Estimation Period:
Apr 15, 2013 to Feb 6, 2026
Apr 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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