Sonic Healthcare Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.70% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1911 | 22.62 | |
| 0.0964 | 20.11 | |
| 0.8235 | 180.76 | |
| 0.0393 | 4.24 |
Estimation Period:
Jan 2, 1996 to Feb 6, 2026
Jan 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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