Vulcan Energy Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.57% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8923 | 10.37 | |
| 0.1158 | 12.20 | |
| 0.8915 | 172.90 | |
| -0.0879 | -7.09 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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