KMD Brands Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.40% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1232 | 7.66 | |
| 0.0013 | 0.93 | |
| 0.9583 | 234.18 | |
| 0.0459 | 8.75 |
Estimation Period:
Nov 13, 2009 to Feb 20, 2026
Nov 13, 2009 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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