Domino's Pizza Enterprises Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.47% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3486 | 16.00 | |
| 0.1433 | 8.75 | |
| 0.4492 | 14.84 | |
| -0.0680 | -3.58 |
Estimation Period:
May 16, 2005 to Feb 13, 2026
May 16, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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