Virgin Australia Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.36% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4884 | 3.99 | |
| 0.0260 | 0.62 | |
| 0.7774 | 12.43 | |
| -0.0260 | -0.47 |
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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