Treasury Wine Estates Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.64% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3050 | 19.61 | |
| 0.1280 | 9.25 | |
| 0.5020 | 22.70 | |
| 0.1065 | 2.66 |
Estimation Period:
May 10, 2011 to Feb 13, 2026
May 10, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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