Db Energy Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.42% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.69 | |
| 0.3558 | 6.93 | |
| 0.4615 | 14.02 | |
| -0.2077 | -2.71 |
Estimation Period:
May 14, 2021 to Jan 30, 2026
May 14, 2021 to Jan 30, 2026
News Impact Curve
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