Rivco Australia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.39% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2551 | 17.51 | |
| 0.0978 | 8.24 | |
| 0.7729 | 81.71 | |
| 0.0718 | 2.67 |
Estimation Period:
Sep 16, 2016 to Feb 6, 2026
Sep 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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