Southern Cross Electrical Engineering Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.06% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1231 | 11.34 | |
| 0.0278 | 11.83 | |
| 0.9483 | 374.37 | |
| 0.0198 | 3.98 |
Estimation Period:
Nov 28, 2007 to Feb 13, 2026
Nov 28, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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