Tian An Australia Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:81.15% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4619 | 15.01 | |
| 0.0975 | 15.09 | |
| 0.8782 | 202.64 | |
| 0.0315 | 2.87 |
Estimation Period:
Feb 2, 1996 to Jan 30, 2026
Feb 2, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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