Resimac Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.13% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8520 | 21.34 | |
| 0.1606 | 15.33 | |
| 0.6658 | 61.57 | |
| 0.0402 | 1.56 |
Estimation Period:
Mar 19, 2001 to Feb 6, 2026
Mar 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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