V2 Retail Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.16% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0535 | 23.58 | |
| 0.1612 | 15.73 | |
| 0.6501 | 60.89 | |
| 0.0687 | 3.41 |
Estimation Period:
Jul 4, 2007 to Feb 6, 2026
Jul 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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