Sonic Healthcare Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.56% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1905 | 22.60 | |
| 0.0963 | 20.13 | |
| 0.8240 | 181.17 | |
| 0.0391 | 4.22 |
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Jan 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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