Steelcast Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.85% (-7.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6652 | 19.28 | |
| 0.1374 | 13.74 | |
| 0.6828 | 53.20 | |
| 0.0076 | 0.40 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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