Worley Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.25% (+11.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2139 | 19.08 | |
| 0.0391 | 11.98 | |
| 0.8761 | 221.91 | |
| 0.1194 | 13.30 |
Estimation Period:
Nov 28, 2002 to Feb 6, 2026
Nov 28, 2002 to Feb 6, 2026
News Impact Curve
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