Virgin Australia Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.37% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7505 | 5.30 | |
| 0.0260 | 1.05 | |
| 0.6876 | 18.12 | |
| 0.1029 | 0.82 |
Estimation Period:
Jun 24, 2025 to Feb 6, 2026
Jun 24, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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