WAM Active Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.65% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 11.47 | |
| 0.0754 | 10.93 | |
| 0.8856 | 164.04 | |
| 0.0116 | 0.92 |
Estimation Period:
Jan 11, 2008 to Feb 6, 2026
Jan 11, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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