Dreamus Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.56% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6100 | 12.67 | |
| 0.0709 | 11.48 | |
| 0.8967 | 155.48 | |
| -0.0270 | -2.98 |
Estimation Period:
Jun 18, 2004 to Feb 6, 2026
Jun 18, 2004 to Feb 6, 2026
News Impact Curve
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