Stefanutti Stocks Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.61% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 3.88 | |
| 0.0180 | 8.80 | |
| 0.9603 | 634.29 | |
| 0.0434 | 10.14 |
Estimation Period:
Aug 3, 2007 to Feb 6, 2026
Aug 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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