Waterco Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.38% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 9.60 | |
| 0.0297 | 8.75 | |
| 0.9649 | 603.06 | |
| 0.0064 | 1.19 |
Estimation Period:
Nov 1, 1996 to Feb 6, 2026
Nov 1, 1996 to Feb 6, 2026
News Impact Curve
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