Treasury Wine Estates Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.75% (-6.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2690 | 19.50 | |
| 0.1262 | 9.27 | |
| 0.5129 | 23.55 | |
| 0.1086 | 2.72 |
Estimation Period:
May 10, 2011 to Feb 6, 2026
May 10, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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