Towellers Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.95% (-3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 11.66 | |
| 0.0959 | 10.64 | |
| 0.8914 | 246.73 | |
| 0.0252 | 1.39 |
Estimation Period:
Aug 5, 1996 to Feb 6, 2026
Aug 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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