Victoria Mills Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.69% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4766 | 26.32 | |
| 0.2221 | 17.75 | |
| 0.6842 | 80.48 | |
| -0.0774 | -4.00 |
Estimation Period:
Aug 17, 2004 to Feb 6, 2026
Aug 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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