Suncorp Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.30% (+10.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0879 | 22.41 | |
| 0.0866 | 21.42 | |
| 0.8575 | 212.31 | |
| 0.0450 | 4.67 |
Estimation Period:
May 18, 1990 to Feb 6, 2026
May 18, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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