Duni Ab GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:20.61% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0747 | 8.75 | |
| 0.0361 | 8.29 | |
| 0.9341 | 249.16 | |
| 0.0309 | 3.55 |
Estimation Period:
Apr 8, 2010 to May 30, 2025
Apr 8, 2010 to May 30, 2025
News Impact Curve
Volatility Forecasts
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