Daphne International Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
43.88%
decreased by 2.69%
1 Week
46.85%
increased by 0.28%
1 Month
54.41%
increased by 7.84%
Analysis last updated: Friday, June 12, 2026 at 08:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9793 | 21.39 | |
| 0.1748 | 23.01 | |
| 0.7738 | 109.21 | |
| -0.0057 | -0.36 |
Estimation Period:
Nov 3, 1995 to Jun 5, 2026
Nov 3, 1995 to Jun 5, 2026
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