Worley Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.26% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2125 | 19.02 | |
| 0.0392 | 12.00 | |
| 0.8762 | 222.16 | |
| 0.1194 | 13.30 |
Estimation Period:
Nov 28, 2002 to Jan 30, 2026
Nov 28, 2002 to Jan 30, 2026
News Impact Curve
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