Vulcan Energy Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.61% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8068 | 15.12 | |
| 0.1649 | 11.21 | |
| 0.8019 | 94.00 | |
| -0.0666 | -2.99 |
Estimation Period:
May 30, 2018 to Feb 6, 2026
May 30, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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