Daphne International Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
36.92%
increased by 0.17%
1 Week
41.15%
increased by 4.40%
1 Month
51.28%
increased by 14.53%
Analysis last updated: Thursday, May 21, 2026 at 07:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9902 | 21.36 | |
| 0.1752 | 22.97 | |
| 0.7727 | 108.26 | |
| -0.0055 | -0.34 |
Estimation Period:
Nov 3, 1995 to May 15, 2026
Nov 3, 1995 to May 15, 2026
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