DCM Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.88% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0847 | 11.42 | |
| 0.1117 | 13.55 | |
| 0.8769 | 203.79 | |
| 0.0227 | 1.24 |
Estimation Period:
Aug 18, 1999 to Feb 13, 2026
Aug 18, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities