Wesfarmers Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.22% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0999 | 24.28 | |
| 0.0996 | 18.79 | |
| 0.8438 | 203.71 | |
| 0.0202 | 2.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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