Rex Trueform Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:66.34% (+8.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 5.03 | |
| 0.0439 | 6.32 | |
| 0.9666 | 275.01 | |
| -0.0210 | -1.97 |
Estimation Period:
Feb 28, 1990 to Sep 23, 2025
Feb 28, 1990 to Sep 23, 2025
News Impact Curve
Volatility Forecasts
Other Rex Trueform Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities